Seminars: M. A. Urusov, Pricing and hedging in markets with transaction costs

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Principle Seminar of the Department of Probability Theory, Moscow State University
April 9, 2008 16:45, Moscow, MSU, auditorium 16-24

Pricing and hedging in markets with transaction costs

M. A. Urusov

Berlin University of Technology and Quantitative Products Laboratory, Deutsche Bank AG

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