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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Utility-based pricing and
hedging
of
contingent
claims
in Almgren-Chriss model with temporary price impact
Ekren, Ibrahim
;
Nadtochiy, Sergey
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 172-225
Persistent link: https://www.econbiz.de/10012815953
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