Author:
Marco Avellaneda,Antonio ParáS
Subject
Applied Mathematics,Finance
Reference14 articles.
1. Avellaneda, M. and ParÁs, A. (in preparation), Optimal hedging strategies for Europen-style derivative securities in the presence of transaction costs.
2. DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS
3. The Pricing of Options and Corporate Liabilities
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