검색결과 : 1건
No. | Article |
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1 |
Dynamic hedging of basket options under proportional transaction costs using receding horizon control Primbs JA International Journal of Control, 82(10), 1841, 2009 |
No. | Article |
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1 |
Dynamic hedging of basket options under proportional transaction costs using receding horizon control Primbs JA International Journal of Control, 82(10), 1841, 2009 |