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"A numerical method for pricing European options with proportional ..."

Wen Li, Song Wang (2014)

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DOI: 10.1007/S10898-014-0155-5

access: closed

type: Journal Article

metadata version: 2020-09-11

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Wen Li, Song Wang:
A numerical method for pricing European options with proportional transaction costs. J. Glob. Optim. 60(1): 59-78 (2014)

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