Duality and convergence for binomial markets with friction
Yan Dolinsky; Halil Mete Soner
| Year of publication: |
2013
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|---|---|
| Authors: | Dolinsky, Yan ; Soner, Halil Mete |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 17.2013, 3, p. 447-475
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| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009756032