Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment

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Publication:457188

DOI10.1007/s00780-014-0233-zzbMath1303.91169arXiv1112.3012OpenAlexW3124262564MaRDI QIDQ457188

Maxim Bichuch

Publication date: 26 September 2014

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.3012




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