REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
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Publication:4345926
DOI10.1111/J.1467-9965.1992.TB00041.XzbMATH Open0900.90101OpenAlexW1977237843MaRDI QIDQ4345926FDOQ4345926
Publication date: 31 August 1997
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1992.tb00041.x
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- Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model
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