Option pricing in the CRR model with proportional transaction costs: a cone transformation approach
نویسندگان
چکیده
منابع مشابه
Parallel Binomial American Option Pricing under Proportional Transaction Costs
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 1997
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am-24-4-475-514