%0 Journal Article
%A Ł. Stettner
%T Option pricing in the CRR model with proportional transaction costs: a cone transformation approach
%J Applicationes Mathematicae
%D 1997
%P 475-514
%V 24
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/am-24-4-475-514/
%R 10.4064/am-24-4-475-514
%G en
%F 10_4064_am_24_4_475_514