Replication and shortfall risk in a binomial model with transaction costs (Q1014287)
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scientific article; zbMATH DE number 5547512
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Replication and shortfall risk in a binomial model with transaction costs |
scientific article; zbMATH DE number 5547512 |
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Replication and shortfall risk in a binomial model with transaction costs (English)
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27 April 2009
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replication
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shortfall risk
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binomial model
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transaction costs
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