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Dynamic hedging portfolios for derivative securities in the presence of large transaction costs
Authors:
Avellaneda Marco a;
Par
S Antonio a
S Antonio a
| Affiliation: | a Courant Institute of Mathematical Sciences, New York University, New York, NY, USA |
DOI:
10.1080/13504869400000010
Publication Frequency:
6 issues per year
Formats available:
PDF
(English)
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