Option pricing in the CRR model with proportional transaction costs: a cone transformation approach
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Publication:4365511
DOI10.4064/am-24-4-475-514zbMath1043.91511OpenAlexW1480942351MaRDI QIDQ4365511
Publication date: 1997
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/219187
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