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Boyle, P. and Emanuel, D., Discretely adjusted option hedges. J. Financ. Econ., 1980, 8, 259–282.
Frey, R., Perfect option hedging for a large trader. Finance Stochast., 1998, 2, 115–141.
Kyle, A., Continuous auctions and insider trading. Econometrica, 1985, 53, 1315–1335.
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