Risk minimization for game options in markets imposing minimal transaction costs (Q2830887)
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scientific article; zbMATH DE number 6646179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimization for game options in markets imposing minimal transaction costs |
scientific article; zbMATH DE number 6646179 |
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Risk minimization for game options in markets imposing minimal transaction costs (English)
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1 November 2016
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game option
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transaction cost
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hedging with friction
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risk minimization
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