Computation of reservation prices of options with proportional transaction costs

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Publication:956510

DOI10.1016/J.JEDC.2005.03.001zbMath1198.91207OpenAlexW3121586844MaRDI QIDQ956510

Anders Damgaard

Publication date: 25 November 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2005.03.001




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