Option replication with transaction cost under Knightian uncertainty
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Publication:2066047
DOI10.1016/J.PHYSA.2020.125680OpenAlexW3112612585MaRDI QIDQ2066047
Publication date: 13 January 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2020.125680
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