Mean-variance hedging under transaction costs
Year of publication: |
2007
|
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Authors: | Beutner, Eric |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 65.2007, 3, p. 539-557
|
Subject: | Hedging | Transaktionskosten | Transaction costs | Finanzmathematik | Mathematical finance |
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