Singular Stochastic Control in Option Hedging with Transaction Costs
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| Main Authors: | , |
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| Format: | Ebooks |
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IntechOpen,
2012-11-28.
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| Subjects: | |
| Online Access: | Get Online |
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| Item Description: | https://mts.intechopen.com/articles/show/title/singular-stochastic-control-in-option-hedging-with-transaction-costs |
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