"Hedging of the European option in discrete time under proportional ..."

Marek Kocinski (2004)

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DOI: 10.1007/S001860300323

access: closed

type: Journal Article

metadata version: 2020-03-03

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Marek Kocinski:
Hedging of the European option in discrete time under proportional transaction costs. Math. Methods Oper. Res. 59(2): 315-328 (2004)

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