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A variational inequality arising from European option pricing with transaction costs

✍ Scribed by FaHuai Yi; Zhou Yang

Book ID: 107347671
Publisher: SP Science China Press
Year: 2008
Tongue: English
Weight: 376 KB
Volume: 51
Category: Article
ISSN: 1674-7283
DOI: 10.1007/s11425-007-0175-4

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