Proportional Transaction Costs in the Robust Control Approach to Option Pricing: The Uniqueness Theorem
Crossref DOI link: https://doi.org/10.1007/s00245-014-9276-y
Published Online: 2014-10-19
Published Print: 2015-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
El Farouq, Naïma
Bernhard, Pierre
Text and Data Mining valid from 2014-10-19