DBLP Record 'journals/amc/SunYL07'

BibTeX

@article{DBLP:journals/amc/SunYL07,
  author    = {Chao Sun and
               Jing-Yang Yang and
               Sheng-Hong Li},
  title     = {On barrier option pricing in binomial market with transaction
               costs},
  journal   = {Applied Mathematics and Computation},
  volume    = {189},
  number    = {2},
  year      = {2007},
  pages     = {1505-1516},
  ee        = {http://dx.doi.org/10.1016/j.amc.2006.12.028},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}