Optimal hedging of options with small but arbitrary transaction cost structure
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Publication:4248038
DOI10.1017/S095679259900368XzbMath1028.91552OpenAlexW3121699258MaRDI QIDQ4248038
A. Elizabeth Whalley, Paul Wilmott
Publication date: 3 June 1999
Published in: European Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s095679259900368x
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