Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs

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Publication:3437400

DOI10.1080/14697680600724809zbMath1134.91472OpenAlexW2025565143MaRDI QIDQ3437400

Valeri I. Zakamouline

Publication date: 9 May 2007

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680600724809



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