OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (Q3421823)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS |
scientific article |
Statements
OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (English)
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8 February 2007
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growth optimal criteria
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transaction costs
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Black and Scholes
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