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"Asymptotic replication with modified volatility under small transaction costs."

Jiatu Cai, Masaaki Fukasawa (2016)

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DOI: 10.1007/S00780-016-0294-2

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jiatu Cai, Masaaki Fukasawa:
Asymptotic replication with modified volatility under small transaction costs. Finance Stochastics 20(2): 381-431 (2016)

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