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Title: Option pricing with transaction costs
Author: Whalley, A. E.
Awarding Body: University of Oxford
Current Institution: University of Oxford
Date of Award: 1998
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Hedging strategies; Financial options Mathematical statistics Operations research Economics Finance Taxation