Replication and shortfall risk in a binomial model with transaction costs
| Year of publication: |
2009
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|---|---|
| Authors: | Trivellato, Barbara |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 69.2009, 1, p. 1-26
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