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Contingent Claim Replication in Continuous Time with Transaction Costs

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Flesaker, B and Hughston, L P. 1994. 'Contingent Claim Replication in Continuous Time with Transaction Costs'. In: 29th Conference of the Western Finance Association. Santa Fe, New Mexico, United States. [Conference or Workshop Item]

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Item Type:

Conference or Workshop Item (Paper)

Departments, Centres and Research Units:

Computing

Dates:

DateEvent
1994Published

Event Location:

Santa Fe, New Mexico, United States

Item ID:

31641

Date Deposited:

21 Mar 2022 09:26

Last Modified:

21 Mar 2022 09:26

URI:

https://research.gold.ac.uk/id/eprint/31641

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