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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of computational finance"
~person:"Alexandropoulos, C. A."
~subject:"Interest rate derivative"
~subject:"Mathematical programming"
~subject:"Optionspreistheorie"
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Pricing a European basket option in the presence of proportional transaction costs
Atkinson, Colin
;
Alexandropoulos, C. A.
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 191-214
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