Optimal hedging in an extended binomial market under transaction costs.
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| Title: | Optimal hedging in an extended binomial market under transaction costs. |
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| Authors: | Josephy, Norman1 (AUTHOR), Kimball, Lucia1 (AUTHOR), Steblovskaya, Victoria1 (AUTHOR) vsteblovskay@bentley.edu |
| Source: | Quantitative Finance. May2016, Vol. 16 Issue 5, p763-776. 14p. 6 Charts, 2 Graphs. |
| Database: | Mathematics Source |
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