"Mean-variance hedging under transaction costs."

Eric Beutner (2007)

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DOI: 10.1007/S00186-006-0134-9

access: closed

type: Journal Article

metadata version: 2020-03-03

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Eric Beutner:
Mean-variance hedging under transaction costs. Math. Methods Oper. Res. 65(3): 539-557 (2007)

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