An Integer Programming Model for Pricing American Contingent Claims under Transaction Costs
| Year of publication: |
2011
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|---|---|
| Authors: | Pınar, M. Ç. ; Camcı, A. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 39.2011, 1, p. 1-13
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