Arbitrage-free interval of American contingent claims under proportional transaction cost (Q2937937)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-free interval of American contingent claims under proportional transaction cost |
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Arbitrage-free interval of American contingent claims under proportional transaction cost (English)
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13 January 2015
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hedging
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American contingent claim
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transaction cost
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