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A numerical method for European Option Pricing with transaction costs nonlinear equation

✍ Scribed by Rafael Company; Lucas Jódar; José-Ramón Pintos

Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 713 KB
Volume: 50
Category: Article
ISSN: 0895-7177
DOI: 10.1016/j.mcm.2009.05.019

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