Hedging under Transaction Costs in Currency Markets: a...

Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model

FREDDY DELBAEN, YURI M. KABANOV, ESKO VALKEILA
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Volume:
12
Year:
2002
Language:
english
Pages:
17
DOI:
10.1111/1467-9965.00003
File:
PDF, 170 KB
english, 2002
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