Discrete–time delta hedging and the Black–Scholes model with transaction costs
| Year of publication: |
2006
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|---|---|
| Authors: | Mastinsek, Miklavz |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 64.2006, 2, p. 227-236
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