MathSciNet Relay Station
MathSciNet bibliographic data
MR1466818 90A09 (90A12)
Stettner, L. Option pricing in the CRR model with proportional transaction costs: a cone transformation approach. Appl. Math. (Warsaw) 24 (1997), no. 4, 475–514.
For users without a MathSciNet license , Relay Station allows linking from MR numbers in online mathematical literature directly to electronic journals and original articles. Subscribers receive the added value of full MathSciNet reviews.

Username/Password Subscribers access MathSciNet here

AMS Home Page

American Mathematical Society American Mathematical Society
201 Charles Street
Providence, RI 02904-6248 USA
© Copyright 2017, American Mathematical Society
Privacy Statement