Approximate Hedging in a Local Volatility Model with...

Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs

Lépinette, Emmanuel, Tran, Tuan
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Volume:
21
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2013.871802
Date:
July, 2014
File:
PDF, 269 KB
english, 2014
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