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CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS
SOTTINEN, TOMMI, VIITASAARI, LAURIVolume:
21
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024918500152
Date:
March, 2018
File:
PDF, 207 KB
english, 2018