Option replication with transaction costs: general diffusion limits (Q1296601)
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scientific article; zbMATH DE number 1319829
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option replication with transaction costs: general diffusion limits |
scientific article; zbMATH DE number 1319829 |
Statements
Option replication with transaction costs: general diffusion limits (English)
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23 November 1999
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transaction costs
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hedging strategies
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diffusion limits
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replication errors
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stock price strategies
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