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Andreas Löhne · Study

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Andreas Löhne

1 works· latest 2014· 1 institutionscluster: provisionalORCID 0000-0003-0872-4735

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Citations35

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AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS2014 · 35 citations

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AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS

International Journal of Theoretical and Applied Finance·2014·2 authors·Open access

35citations