V. G. Panas

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The writing price of a European contingent claim under proportional transaction costs
Computational and Applied Mathematics
1994-12-18Paper
European Option Pricing with Transaction Costs
SIAM Journal on Control and Optimization
1993-07-21Paper


Research outcomes over time


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