OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS

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Publication:3421823

DOI10.1142/S0219024906003901zbMath1140.91373arXivphysics/0509150MaRDI QIDQ3421823

Erik Aurell, Paolo Muratore-Ginanneschi

Publication date: 8 February 2007

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0509150




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