Approximate hedging for nonlinear transaction costs on the...

Approximate hedging for nonlinear transaction costs on the volume of traded assets

Elie, Romuald, Lépinette, Emmanuel
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Volume:
19
Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-015-0262-2
Date:
July, 2015
File:
PDF, 1.16 MB
english, 2015
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