@article{10_4064_am_24_4_475_514,
     author = {{\L}. Stettner},
     title = {Option pricing in the {CRR} model with proportional transaction costs: a cone transformation approach},
     journal = {Applicationes Mathematicae},
     pages = {475--514},
     publisher = {mathdoc},
     volume = {24},
     number = {4},
     year = {1997},
     doi = {10.4064/am-24-4-475-514},
     zbl = {1043.91511},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am-24-4-475-514/}
}