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Hedging and liquidation under transaction costs in currency markets |
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| Authors: | YM Kabanov |
| Institution: | Laboratoire de Mathématiques, Université de Franche-Comté, 16 Route de Gray, F-25030 Besan?on Cedex, France, FR |
| Abstract: | |
| Keywords: | : Currency market contingent claim transaction cost hedging JEL classification: G13 G11 Mathematics Subject Classification (1991): 60G44 |
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