PAPERS - A hybrid method for pricing European options based on multiple assets with transaction costs
| Year of publication: |
1999
|
|---|---|
| Authors: | Pacelli, Graziella ; Recchioni, Maria Cristina ; Zirilli, Francesco |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 6.1999, 2, p. 61-86
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