On compactification lattices of subsemigroups of .
Breckner, Brigitte E., Ruppert, Wolfgang A.F. (2004)
Journal of Lie Theory
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Breckner, Brigitte E., Ruppert, Wolfgang A.F. (2004)
Journal of Lie Theory
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Zeilberger, Doron (1990)
Séminaire Lotharingien de Combinatoire [electronic only]
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Wojtyński, Wojciech (2003)
Journal of Lie Theory
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Walcher, Sebastian (2003)
Journal of Lie Theory
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Foata, Dominique, Krattenthaler, Christian (1995)
Séminaire Lotharingien de Combinatoire [electronic only]
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Beltiţă, Daniel (2004)
Journal of Lie Theory
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Foata, Dominique (2003)
Séminaire Lotharingien de Combinatoire [electronic only]
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Marek Rutkowski (1998)
Applicationes Mathematicae
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Recently, there has been a growing interest in optimization problems associated with the arbitrage pricing of derivative securities in imperfect markets (in particular, in models with transaction costs). In this paper, we examine the valuation and hedging of European claims in the multiplicative binomial model proposed by Cox, Ross and Rubinstein [5] (the CRR model), in the presence of proportional transaction costs. We focus on the optimality of replication; in particular, we provide...
Helmut Koch, Susanne Kukkuk, John Labute (1998)
Acta Arithmetica
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Faigle, Ulrich (1981)
Séminaire Lotharingien de Combinatoire [electronic only]
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Christian Mauduit, András Sárközy (1997)
Acta Arithmetica
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