On the possibility of hedging options in the presence of transaction costs (Q1364395)
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scientific article; zbMATH DE number 1051770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the possibility of hedging options in the presence of transaction costs |
scientific article; zbMATH DE number 1051770 |
Statements
On the possibility of hedging options in the presence of transaction costs (English)
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25 August 1997
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continuous-time
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hedging a generalized call option
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