"Pricing of the American option in discrete time under proportional ..."

Marek Kocinski (2001)

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DOI: 10.1007/S001860000097

access: closed

type: Journal Article

metadata version: 2020-03-03

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Marek Kocinski:
Pricing of the American option in discrete time under proportional transaction costs. Math. Methods Oper. Res. 53(1): 67-88 (2001)

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