Local Risk-Minimization Under Transaction Costs (Q2757552)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Risk-Minimization Under Transaction Costs |
scientific article |
Statements
Local Risk-Minimization Under Transaction Costs (English)
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26 November 2001
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option pricing
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hedging
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locally risk-minimizing actions
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transaction costs
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