On barrier option pricing in binomial market with transaction costs (Q2383667)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On barrier option pricing in binomial market with transaction costs |
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On barrier option pricing in binomial market with transaction costs (English)
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19 September 2007
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Barrier option
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transaction cost
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Markov chain approximation
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frictional market
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singular stochastic optimal control
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