Limit theorem on option replication cost with transaction costs
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Publication:1894626
DOI10.1214/aoap/1177004836zbMath0834.90049OpenAlexW2029759782MaRDI QIDQ1894626
Publication date: 10 August 1995
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177004836
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