Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs (Q1039118)

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Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs
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    Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs (English)
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    20 November 2009
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    randomized stopping times
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    American options
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    transaction costs
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