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"Modification terms to the Black-Scholes model in a realistic hedging ..."

Choi-Hong Lai (2019)

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DOI: 10.1080/00207160.2018.1542135

access: closed

type: Journal Article

metadata version: 2020-04-03

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Choi-Hong Lai:
Modification terms to the Black-Scholes model in a realistic hedging strategy with discrete temporal steps. Int. J. Comput. Math. 96(11): 2201-2208 (2019)

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