Abstract
Certainly, the reader of this book is well acquainted with foundations of the option pricing. Nevertheless, having in mind that the theory we develop in this chapter will deviate from the standard approach, we start our presentation with a short discussion of the Black–Scholes model and principle of option pricing by replication.
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© 2009 Springer-Verlag Berlin Heidelberg
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Kabanov, Y., Safarian, M. (2009). Approximative Hedging. In: Markets with Transaction Costs. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-68121-2_1
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DOI: https://doi.org/10.1007/978-3-540-68121-2_1
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-68120-5
Online ISBN: 978-3-540-68121-2
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