A new computational tool for analysing dynamic hedging...

A new computational tool for analysing dynamic hedging under transaction costs

Primbs, James A., Yamada, Yuji
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Volume:
8
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680701402941
Date:
June, 2008
File:
PDF, 188 KB
english, 2008
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