Derivative asset pricing with transaction costs: an extension (Q1372903)
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scientific article; zbMATH DE number 1083015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative asset pricing with transaction costs: an extension |
scientific article; zbMATH DE number 1083015 |
Statements
Derivative asset pricing with transaction costs: an extension (English)
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4 November 1997
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transaction costs
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derivatives
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optimal perfect hedging
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Swiss options market
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replication
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