Singular Stochastic Control in Option Hedging with Transaction Costs

Singular Stochastic Control in Option Hedging with Transaction Costs

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Bibliographic Details
Main Authors:	Tze Leung Lai (Author), Tiong Wee Lim (Author)
Format:	Ebooks
Published:	IntechOpen, 2012-11-28.
Subjects:	Chapter, Part Of Book
Online Access:	Get Online
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