Contingent Claim Replication in Continuous Time with Transaction Costs

Flesaker, B; and Hughston, L P. 1994. 'Contingent Claim Replication in Continuous Time with Transaction Costs'. In: 29th Conference of the Western Finance Association. Santa Fe, New Mexico, United States. [Conference or Workshop Item]
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Item Type Conference or Workshop Item (Paper)
Departments, Centres and Research Units Computing
Date Deposited 21 Mar 2022 09:26
Last Modified 21 Mar 2022 09:26

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