Optimal hedging of options with small but arbitrary transaction cost structure (Q4248038)
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scientific article; zbMATH DE number 1295136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging of options with small but arbitrary transaction cost structure |
scientific article; zbMATH DE number 1295136 |
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Optimal hedging of options with small but arbitrary transaction cost structure (English)
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3 June 1999
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