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Hedging Options on Asset Portfolios against Just One Underlying Asset in the Presence of Transaction Costs

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Nanyonga, Erina, Davison, Matt
Format:	Preprint
Publié:	2025
Sujets:	Mathematical Finance
Accès en ligne:	Acceder al recurso
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