Duality and convergence for binomial markets with friction
| Year of publication: |
2013
|
|---|---|
| Authors: | Dolinsky, Yan ; Soner, Halil Mete |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2013, 3, p. 447-475
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