HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH12
- 1 April 1996
- journal article
- Published by Wiley in Mathematical Finance
- Vol. 6 (2) , 133-165
- https://doi.org/10.1111/j.1467-9965.1996.tb00075.x
Abstract
No abstract availableKeywords
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