A note on the Boyle-Vorst discrete-time option pricing model with transactions costs. (Q2757319)

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scientific article; zbMATH DE number 1676834
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A note on the Boyle-Vorst discrete-time option pricing model with transactions costs.
scientific article; zbMATH DE number 1676834

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    26 November 2001
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    A note on the Boyle-Vorst discrete-time option pricing model with transactions costs. (English)
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