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Duchet, Pierre (1988)
Séminaire Lotharingien de Combinatoire [electronic only]
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Duchet, Pierre (1988)
Séminaire Lotharingien de Combinatoire [electronic only]
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Vauchassade de Chaumont, M., Viennot, Gérard (1983)
Séminaire Lotharingien de Combinatoire [electronic only]
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Désarménien, Jacques (1984)
Séminaire Lotharingien de Combinatoire [electronic only]
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Dumont, Dominique (1996)
Séminaire Lotharingien de Combinatoire [electronic only]
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van Leeuwen, Marc A.A. (1998)
Séminaire Lotharingien de Combinatoire [electronic only]
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Askey, Richard (1999)
Séminaire Lotharingien de Combinatoire [electronic only]
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Désarménien, Jacques (1994)
Séminaire Lotharingien de Combinatoire [electronic only]
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Duchamp, Gérard (1991)
Séminaire Lotharingien de Combinatoire [electronic only]
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Dumont, Dominique (1990)
Séminaire Lotharingien de Combinatoire [electronic only]
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Désarmémien, Jacques (1989)
Séminaire Lotharingien de Combinatoire [electronic only]
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Désarménien, Jacques, Foata, Dominique (1984)
Séminaire Lotharingien de Combinatoire [electronic only]
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Lascoux, Alain, Schützenberger, Marcel-Paul (1988)
Séminaire Lotharingien de Combinatoire [electronic only]
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Foata, Dominique (1986)
Séminaire Lotharingien de Combinatoire [electronic only]
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Duchamp, Gérard (1993)
Séminaire Lotharingien de Combinatoire [electronic only]
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Dumont, Dominique (1985)
Séminaire Lotharingien de Combinatoire [electronic only]
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Foata, Dominique (2003)
Séminaire Lotharingien de Combinatoire [electronic only]
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Christian Mauduit, András Sárközy (1997)
Acta Arithmetica
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Andrews, George E. (1999)
Séminaire Lotharingien de Combinatoire [electronic only]
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P. G. Walsh (1997)
Acta Arithmetica
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Foata, Dominique, Krattenthaler, Christian (1995)
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...
Nguyen Duc Hoang (2001)
Beiträge zur Algebra und Geometrie
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