"Frequent Hedging under Transaction Costs and a Nonlinear Fokker--Planck PDE."

Peter Grandits (2001)

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DOI: 10.1137/S0036139900367206

access: closed

type: Journal Article

metadata version: 2020-05-20

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Peter Grandits:
Frequent Hedging under Transaction Costs and a Nonlinear Fokker--Planck PDE. SIAM J. Appl. Math. 62(2): 541-562 (2001)

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