"Hedging of American options under transaction costs."

Dimitri De Vallière, Emmanuel Denis, Yuri Kabanov (2009)

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DOI: 10.1007/S00780-008-0076-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Dimitri De Vallière, Emmanuel Denis, Yuri Kabanov:
Hedging of American options under transaction costs. Finance Stochastics 13(1): 105-119 (2009)

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