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A super-replication theorem in Kabanov’s model of transaction costs

✍ Scribed by Luciano Campi; Walter Schachermayer

Publisher: Springer-Verlag
Year: 2006
Tongue: English
Weight: 264 KB
Volume: 10
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s00780-006-0022-4

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