Option pricing under transaction costs : a martingale approach
P.F. Koehl, H. Pham, N. TouziInngår i serie: Série des documents de travail (no 9647)
Bok Engelsk utgitt 1996
Bok Engelsk utgitt 1996
Ledig
- Automatlager: 1 av 1 ledig
*001791100 *00520250613084833.0 *007ta *008020424s1996 fr 000 u eng d *00900761cam a22002297c 4500 *019 $bl *035 $a(EXLNZ-47BIBSYS_NETWORK)990209498474702201 *035 $a(NO-LaBS)13523078(bibid) *035 $a(NO-TrBIB)020949847 *035 $a020949847-47bibsys_network *040 $aNO-TrBIB$bnob$ekatreg *24500$aOption pricing under transaction costs :$ba martingale approach$cP.F. Koehl, H. Pham, N. Touzi *260 $aParis$bINSEE$c1996 *300 $a26 s. *4901 $aSérie des documents de travail$vno 9647 *7001 $aKoehl, P.F.$_26483200 *7001 $aPham, H.$_13365600 *7001 $aTouzi, N$_14207900 *7102 $aFrankrike. Institut national de la statistique et des études économiques$_13356100 *830 $aSérie des documents de travail$vno 9647$w990212461304702201$_13356200 *901 $a60 *999 $aoai:nb.bibsys.no:990209498474702202$b2021-11-14T20:50:19Z$z990209498474702202 ^