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Option pricing and replication with transaction costs and dividends - MaRDI portal

Option pricing and replication with transaction costs and dividends (Q1583143)

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scientific article; zbMATH DE number 1521678
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English
Option pricing and replication with transaction costs and dividends
scientific article; zbMATH DE number 1521678

    Statements

    Option pricing and replication with transaction costs and dividends (English)
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    26 October 2000
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    portfolios
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    transaction costs
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    stock returns
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    stock price
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