Pricing a contingent claim liability with transaction costs...

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

Bichuch, Maxim
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Volume:
18
Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-014-0233-z
Date:
July, 2014
File:
PDF, 1.26 MB
english, 2014
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