Dynamic programming and mean-variance hedging with partial execution risk
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Publication:836034
DOI10.1007/s11147-009-9033-6zbMath1168.91370OpenAlexW2071866639MaRDI QIDQ836034
Publication date: 31 August 2009
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-009-9033-6
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