Option pricing in exponential Lévy models with transaction costs

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Bibliographic Details
Published in:The journal of computational finance 2020-04
Main Authors: Cantarutti, Nicola, Guerra, Manuel, Guerra, João, do Rosário Grossinho, Maria
Format: Article
Language:English
Online Access:Get full text
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ISSN:1460-1559
DOI:10.21314/JCF.2020.384