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Superhedging under Proportional Transaction Costs in Continuous Time

Fuente: arXiv

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Bibliographic Details
Main Authors:	Almuzaini, Atiqah, Ararat, Çağın, Ma, Jin
Format:	Preprint
Published:	2025
Subjects:	Risk Management Optimization and Control Probability 26E25, 28B20, 60H10, 91G70, 93E20
Online Access:	Acceder al recurso
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