How Fast Does It Diverge? Discrete Hedging Error with Transaction Costs

Lan WU, Shuo WU

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Acta Mathematicae Applicatae Sinica(English Series) ›› 2021, Vol. 37 ›› Issue (3) : 548-572. DOI: 10.1007/s10255-021-1017-9
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How Fast Does It Diverge? Discrete Hedging Error with Transaction Costs

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