Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs

Ken Palmer

Year of publication:	2001 ; [Elektronische Ressource]
Other Persons:	Palmer, Ken (contributor)
Institutions:	Centre of Financial Studies (contributor)
Publisher:	Melbourne : Centre of Financial Studies
Subject:	Optionspreistheorie \| Option pricing theory \| Transaktionskosten \| Transaction costs \| Theorie \| Theory

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