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Alet Roux · Study

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Alet Roux

2 works· latest 2008· 1 institutionscluster: provisionalORCID 0000-0001-9176-4468

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i102

Citations37

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08

Most cited in this library

Options under Proportional Transaction Costs: An Algorithmic Approach to Pricing and Hedging2008 · 20 citations
American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions2008 · 17 citations

Works

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American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions

Acta Applicandae Mathematicae·2008·2 authors

17citations

Options under Proportional Transaction Costs: An Algorithmic Approach to Pricing and Hedging

Acta Applicandae Mathematicae·2008·3 authors

20citations