A TRANSACTION COST CONVERGENCE RESULT FOR GENERAL HEDGING STRATEGIES (Q2746224)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A TRANSACTION COST CONVERGENCE RESULT FOR GENERAL HEDGING STRATEGIES |
scientific article |
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A TRANSACTION COST CONVERGENCE RESULT FOR GENERAL HEDGING STRATEGIES (English)
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6 November 2002
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partial differential equation
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hedging
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transaction costs
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diffusion processes
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