Transaction costs and option prices
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Publication:3119657
DOI10.3233/RDA-170125zbMath1409.91250MaRDI QIDQ3119657
Publication date: 12 March 2019
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-170125
60E15: Inequalities; stochastic orderings
91G20: Derivative securities (option pricing, hedging, etc.)