"Approximate hedging for nonlinear transaction costs on the volume of ..."

Romuald Elie, Emmanuel Lépinette (2015)

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DOI: 10.1007/S00780-015-0262-2

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type: Journal Article

metadata version: 2024-08-04

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Romuald Elie, Emmanuel Lépinette:
Approximate hedging for nonlinear transaction costs on the volume of traded assets. Finance Stochastics 19(3): 541-581 (2015)

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