On reset option pricing in binomial market with both fixed and proportional transaction costs

Chao Sun, Jing-Yang Yang, Sheng-Hong Li. On reset option pricing in binomial market with both fixed and proportional transaction costs. Applied Mathematics and Computation, 193(1):143-153, 2007. [doi]

Authors

Chao Sun

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Jing-Yang Yang

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Sheng-Hong Li

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