Black and Scholes pricing and markets with transaction costs: An example
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- repec:dau:papers:123456789/6041 is not listed on IDEAS
- Rene Carmona & Michael Tehranchi, 2004. "A Characterization of Hedging Portfolios for Interest Rate Contingent Claims," Papers math/0407119, arXiv.org.
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KeywordsOption pricing; transaction costs;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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