On the Microstructural Hedging Error
- 期刊名称SIAM Journal on Financial Mathematics
- 作者Robert, Christian Y.; Rosenbaum, Mathieu
- 卷第1卷
- 期第1期
- 电子ISSN1945-497X
- 文件大小492.06KB
- 发表时间2010-01
- DOI10.1137/090764578
- 页码427-453
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