Options Under Transaction Costs: Algorithms for Pricing and Hedging ofEuropean and American Options Under ProportionalTransaction Costs and Different Borrowing and Lending Rates

Roux, Alet

ISBN 10: 3836492393 ISBN 13: 9783836492393
Published by VDM Verlag, 2008
Language: English
Condition: New Soft cover

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New - Soft cover

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