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Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
George M. Constantinides, Thaleia ZariphopoulouVolume:
11
Year:
2001
Language:
english
Pages:
16
DOI:
10.1111/1467-9965.00118
File:
PDF, 195 KB
english, 2001