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"Utility-indifference pricing of European options with proportional ..."

Dong Yan, Xiaoping Lu (2021)

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DOI: 10.1016/J.CAM.2021.113639

access: closed

type: Journal Article

metadata version: 2021-07-25

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Dong Yan, Xiaoping Lu:
Utility-indifference pricing of European options with proportional transaction costs. J. Comput. Appl. Math. 397: 113639 (2021)

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