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"Call option pricing and replication under economic friction."

Ralf Östermark (1998)

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DOI: 10.1016/S0377-2217(97)00128-8

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - journals/eor/Ostermark98
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  - https://dblp.org/rec/journals/eor/Ostermark98
Ralf Östermark:
Call option pricing and replication under economic friction. Eur. J. Oper. Res. 108(1): 184-195 (1998)

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