"Arbitrage and Hedging in Model-Independent Markets with Frictions."

Matteo Burzoni (2016)

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DOI: 10.1137/15M1053013

access: closed

type: Journal Article

metadata version: 2020-06-15

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Matteo Burzoni:
Arbitrage and Hedging in Model-Independent Markets with Frictions. SIAM J. Financial Math. 7(1): 812-844 (2016)

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