An Integer Programming Model for Pricing American...

Computational Economics 2012 / 01 Vol. 39; Iss. 1

An Integer Programming Model for Pricing American Contingent Claims under Transaction Costs

M. Ç. Pınar, A. Camcı
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Volume:
39
Language:
english
Pages:
12
DOI:
10.1007/s10614-010-9209-z
Date:
January, 2012
File:
PDF, 201 KB
english, 2012
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