THE LEAST COST SUPER REPLICATING PORTFOLIO IN THE BOYLE–VORST MODEL WITH TRANSACTION COSTS (Q3520393): Difference between revisions

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+Kenneth James Palmer
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+MaRDI publication profile
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+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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+The Pricing of Options and Corporate Liabilities
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+European Option Pricing with Transaction Costs
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+MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES
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+A Note on the Boyle–Vorst Discrete‐Time Option Pricing Model with Transactions Costs
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+Derivative asset pricing with transaction costs: an extension
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+Option pricing and replication with transaction costs and dividends
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+Option Pricing in Discrete-Time Incomplete Market Models
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