Expected vs. real transaction costs in European option pricing (Q6105350): Difference between revisions

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+https://doi.org/10.3934/dcdss.2022063
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+W4226325105
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+Option pricing formulas under a change of numèraire
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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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+Changes of numéraire, changes of probability measure and option pricing
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