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    Small transaction cost asymptotics and dynamic hedging

    13 years 11 months ago
    Small transaction cost asymptotics and dynamic hedging
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    Claudio Albanese, Stathis Tompaidis
    claim paper
    Added 10 Dec 2010
    Updated 10 Dec 2010
    Type Journal
    Year 2008
    Where EOR
    Authors Claudio Albanese, Stathis Tompaidis
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