Partial Hedging under Transaction Costs (Q4443053)
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scientific article; zbMATH DE number 2024334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial Hedging under Transaction Costs |
scientific article; zbMATH DE number 2024334 |
Statements
Partial Hedging under Transaction Costs (English)
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8 January 2004
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Hedging
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expected shortfall
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transaction costs
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