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"Local Risk-Minimization Under Transaction Costs."

Damien Lamberton, Huyên Pham, Martin Schweizer (1998)

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DOI: 10.1287/MOOR.23.3.585

access: closed

type: Journal Article

metadata version: 2017-05-28

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Damien Lamberton, Huyên Pham, Martin Schweizer:
Local Risk-Minimization Under Transaction Costs. Math. Oper. Res. 23(3): 585-612 (1998)

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