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~person:"Bouchard, Bruno"
~person:"Bassanini, Andrea"
~subject:"Transaction costs"
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Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
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2000
Persistent link: https://www.econbiz.de/10001548982
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A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
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2000
Persistent link: https://www.econbiz.de/10001548990
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