LIMIT THEOREMS FOR PARTIAL HEDGING UNDER TRANSACTION COSTS (Q2875729)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LIMIT THEOREMS FOR PARTIAL HEDGING UNDER TRANSACTION COSTS |
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LIMIT THEOREMS FOR PARTIAL HEDGING UNDER TRANSACTION COSTS (English)
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11 August 2014
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American options
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limit theorems
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shortfall risk
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transaction costs
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