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• W1567650068 abstract "Recently, there has been a growing interest in optimization problems associated with the arbitrage pricing of derivative securities in imperfect markets (in particular, in models with transaction costs). In this paper, we examine the valuation and hedging" @default.
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• W1567650068 date "1998-01-01" @default.
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• W1567650068 title "Optimality of replication in the CRR model with transaction costs" @default.
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• W1567650068 doi "https://doi.org/10.4064/am-25-1-29-53" @default.
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