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Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
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Pham, Huyên
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Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
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Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée
Carassus, Laurence
;
Jouini, Elyès
-
1997
Persistent link: https://www.econbiz.de/10000980469
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