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~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
~institution:"Centre of Financial Studies"
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Search: subject_exact:"Transaction cost economics"
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Option pricing theory
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Optionspreistheorie
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Centre of Financial Studies
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Research paper series / Centre of Financial Studies, Faculty of Economics and Commerce, University of Melbourne
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Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001594742
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2
Extensions to the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596890
Saved in:
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