Dynamic hedging portfolios for derivative securities in the presence of large transaction costs
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Publication:4994394
DOI10.1080/13504869400000010zbMath1466.91349OpenAlexW2157445050MaRDI QIDQ4994394
Antonio Para'S, Marco Avellaneda
Publication date: 18 June 2021
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504869400000010
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