ARTICLES - A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements
| Year of publication: |
2000
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| Authors: | Cuoco, Domenico ; Liu, Hong |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 10.2000, 3, p. 355-386
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