A Note on the Boyle–Vorst Discrete‐Time Option Pricing Model with Transactions Costs
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Publication:2757319
DOI10.1111/1467-9965.00120zbMath1055.91032OpenAlexW2031042461MaRDI QIDQ2757319
Publication date: 26 November 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00120
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