Pricing and replication of short-lived index options under transaction costs

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Title: Pricing and replication of short-lived index options under transaction costs
Authors: Perrakis, Stylianos
Date: 1997
URL: http://hdl.handle.net/10393/18851
http://dx.doi.org/10.20381/ruor-1859
CollectionTelfer - Documents de travail // Telfer - Working Papers
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