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"On the Microstructural Hedging Error."

Christian Y. Robert, Mathieu Rosenbaum (2010)

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DOI: 10.1137/090764578

access: closed

type: Journal Article

metadata version: 2017-05-17

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Christian Y. Robert, Mathieu Rosenbaum:
On the Microstructural Hedging Error. SIAM J. Financial Math. 1(1): 427-453 (2010)

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