✦ LIBER ✦

Arbitrage-free interval of American contingent claims under proportional transaction cost

✍ Scribed by Qingxin Meng; Bo Wang

Book ID: 107504536
Publisher: South China University of Technology and Academy of Mathematics and Systems Science, CAS
Year: 2006
Tongue: English
Weight: 169 KB
Volume: 4
Category: Article
ISSN: 1672-6340
DOI: 10.1007/s11768-006-4078-7

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