Black and Scholes pricing and markets with transaction costs: An example |
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Authors: | Haim Reisman |
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Affiliation: | (1) Davidson School of Management, Technion–Israel Institute of Technology, Haifa 32000, Israel (e-mail: reisman@ie.technion.ac.il), IL |
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Abstract: | |
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Keywords: | : Option pricing transaction costs |
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