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20102024
most citedA bound on the 2-Wasserstein distance between linear combinations of independent random variables

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q-fin.PR2010★ 2 cited

On the fractional Black-Scholes market with transaction costs

Ehsan Azmoodeh

We consider fractional Black-Scholes market with proportional transaction costs. When transaction costs are present, one trades periodically i.e. we have the discrete trading with…