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Soner, H. M. and Shreve, S. E. and Cvitanić, J. (1995) There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs. Annals of Applied Probability, 5 (2). pp. 327-355. ISSN 1050-5164. doi:10.1214/aoap/1177004767. https://resolver.caltech.edu/CaltechAUTHORS:SONaap95

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