Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
American and Bermudan options in currency markets under proportional transaction costs
American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions
Parallel Binomial American Option Pricing with (and without) Transaction Costs
The fundamental theorem of asset pricing under proportional transaction costs
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