PRICING OF EUROPEAN AND AMERICAN CLAIMS IN THE CRR MODEL WITH FIXED PLUS - CONCAVE TRANSACTION COSTS (Q4824803)
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scientific article; zbMATH DE number 2113337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING OF EUROPEAN AND AMERICAN CLAIMS IN THE CRR MODEL WITH FIXED PLUS - CONCAVE TRANSACTION COSTS |
scientific article; zbMATH DE number 2113337 |
Statements
PRICING OF EUROPEAN AND AMERICAN CLAIMS IN THE CRR MODEL WITH FIXED PLUS - CONCAVE TRANSACTION COSTS (English)
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1 November 2004
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concave transaction costs
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