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Black and Scholes pricing and markets with transaction costs: An example |
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| Authors: | Haim Reisman |
| Institution: | (1) Davidson School of Management, Technion–Israel Institute of Technology, Haifa 32000, Israel (e-mail: reisman@ie.technion.ac.il), IL |
| Abstract: | |
| Keywords: | : Option pricing transaction costs |
| 本文献已被 SpringerLink 等数据库收录！ | |