The American put under transactions costs (Q951505)

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scientific article
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English
The American put under transactions costs
scientific article

    Statements

    title
    The American put under transactions costs (English)
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    author
    Stylianos Perrakis
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    Jean Lefoll
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    publication date
    24 October 2008
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    zbMATH Keywords
    pricing
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    transactions costs
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    American options
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    put
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    Identifiers

    zbMATH DE Number
    5356930
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