An Asymptotic Analysis of an Optimal Hedging Model for...

Mathematical Finance 1997 Vol. 7; Iss. 3

An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs

A. E. Whalley, P. Wilmott
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Volume:
7
Year:
1997
Language:
english
Pages:
18
DOI:
10.1111/1467-9965.00034
File:
PDF, 210 KB
english, 1997
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