Sciweavers
Explore
Publications
Books
Software
Tutorials
Presentations
Lectures Notes
Datasets
Labs
Conferences
Community
Upcoming
Conferences
Top Ranked Papers
Most Viewed Conferences
Conferences by Acronym
Conferences by Subject
Conferences by Year
Tools
Sci2ools
International Keyboard
Graphical Social Symbols
CSS3 Style Generator
OCR
Web Page to Image
Web Page to PDF
Merge PDF
Split PDF
Latex Equation Editor
Extract Images from PDF
Convert JPEG to PS
Convert Latex to Word
Convert Word to PDF
Image Converter
PDF Converter
Community
Sciweavers
About
Terms of Use
Privacy Policy
Cookies
40
click to vote
FS
2006
200
views
more
FS 2006
»
A counter-example to an option pricing formula under transaction costs
13 years 11 months ago
Download
www-users.york.ac.uk
In the paper by Melnikov and Petrachenko `On option pricing in binomial market with transaction costs,' Finance Stoch. 9 (2005), 141
Alet Roux, Tomasz Zastawniak
claim paper
Read More »