Arbitrage-free interval and dynamic hedging in an illiquid market
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Publication:5397440
DOI10.1080/14697688.2012.693943zbMath1281.91175OpenAlexW1988875723MaRDI QIDQ5397440
Publication date: 20 February 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2012.693943
Cites Work
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