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"On reset option pricing in binomial market with both fixed and ..."

Chao Sun, Jing-Yang Yang, Sheng-Hong Li (2007)

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DOI: 10.1016/J.AMC.2007.03.042

access: closed

type: Journal Article

metadata version: 2020-02-21

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Chao Sun, Jing-Yang Yang, Sheng-Hong Li:
On reset option pricing in binomial market with both fixed and proportional transaction costs. Appl. Math. Comput. 193(1): 143-153 (2007)

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