"Partial Hedging under Transaction Costs."

Kenji Kamizono (2003)

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DOI: 10.1137/S0363012902405145

access: closed

type: Journal Article

metadata version: 2020-07-09

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Kenji Kamizono:
Partial Hedging under Transaction Costs. SIAM J. Control. Optim. 42(5): 1545-1558 (2003)

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