TY  - JOUR
AU  - Ł. Stettner
TI  - Option pricing in the CRR model with proportional transaction costs: a cone transformation approach
JO  - Applicationes Mathematicae
PY  - 1997
SP  - 475
EP  - 514
VL  - 24
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am-24-4-475-514/
DO  - 10.4064/am-24-4-475-514
LA  - en
ID  - 10_4064_am_24_4_475_514
ER  -