Pricing of the American option in discrete time under proportional transaction costs
| Year of publication: |
2001
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|---|---|
| Authors: | Kocinski, Marek |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 53.2001, 1, p. 67-88
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