The least cost superreplicating portfolio for short puts and calls in the Boyle-Vorst model with transaction costs (Q3528548)
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scientific article; zbMATH DE number 5353061
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| English | The least cost superreplicating portfolio for short puts and calls in the Boyle-Vorst model with transaction costs |
scientific article; zbMATH DE number 5353061 |
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17 October 2008
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0.8433417677879333
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