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Approximate hedging problem with transaction costs in stochastic volatility markets Thai Huu Nguyenyand Serguei Pergamenshchikov z May 12, 2015 Abstract This paper studies the problem of option replication in general stochastic volatility markets

  With, Cost, Transactions, Problem, Volatility, Approximate, Stochastic, Hedging, Approximate hedging problem with transaction, Approximate hedging problem with transaction costs in stochastic volatility

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