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~isPartOf:"Quantitative Finance"
~person:"Zhou, Xun Yu"
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Quantitative Finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The premium of dynamic trading
Chiu, Chun Hung
;
Zhou, Xun Yu
- In:
Quantitative Finance
11
(
2011
)
1
,
pp. 115-123
paper, it is shown that, in a
continuous-time
market where the risky prices are described by Ito processes and the …
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