"Hedging of Claims with Physical Delivery under Convex Transaction Costs."

Teemu Pennanen, Irina Penner (2010)

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DOI: 10.1137/090754182

access: closed

type: Journal Article

metadata version: 2017-05-17

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Teemu Pennanen, Irina Penner:
Hedging of Claims with Physical Delivery under Convex Transaction Costs. SIAM J. Financial Math. 1(1): 158-178 (2010)

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