"General indifference pricing with small transaction costs."

Dylan Possamaï, Guillaume Royer (2017)

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DOI: 10.3233/ASY-171415

access: closed

type: Journal Article

metadata version: 2020-09-06

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Dylan Possamaï, Guillaume Royer:
General indifference pricing with small transaction costs. Asymptot. Anal. 102(3-4): 177-226 (2017)

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