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HARVARD Citation
Graf Plessen, M. et al. (2019). Dynamic option hedging with transaction costs: A stochastic model predictive control approach. International journal of robust and nonlinear control. pp. 5058-5077. [Online].
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Graf Plessen, M. et al. (2019). Dynamic option hedging with transaction costs: A stochastic model predictive control approach. International journal of robust and nonlinear control. pp. 5058-5077. [Online].