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Option Pricing in Discrete‐Time Incomplete Market Models
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Option Pricing in Discrete‐Time Incomplete Market Models (2000)Option Pricing in Discrete‐Time Incomplet…Options under Proportional Transaction Costs: An Algorithmic Approach to Pricing and Hedging (2008)Options under Proportional Tr…Optimal replication of contingent claims under transaction costs (1989)Continuous-Time Finance. (1991)Continuous-Time Finance. (1991)American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions (2008)A Comparison of Techniques for Dynamic Multivariate Risk Measures (2015)
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  • 2008Options under Proportional Transaction Costs: An Algorithmic Approach to Pricing and Hedging20 cited

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