Mean-Variance Hedging with Uncertain Trade Execution
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Publication:3652692
DOI10.1080/13504860802583972zbMath1195.91162MaRDI QIDQ3652692
Publication date: 16 December 2009
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504860802583972
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
Cites Work
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