"Replication and shortfall risk in a binomial model with transaction costs."

Barbara Trivellato (2009)

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DOI: 10.1007/S00186-007-0208-3

access: closed

type: Journal Article

metadata version: 2020-03-03

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Barbara Trivellato:
Replication and shortfall risk in a binomial model with transaction costs. Math. Methods Oper. Res. 69(1): 1-26 (2009)

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