Efficient Option Replication in the Presence of Transactions Costs
| Year of publication: |
2000
|
|---|---|
| Authors: | Martellini, Lionel |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 4.2000, 2, p. 107-132
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