@article{10_4064_am_25_1_29_53, author = {Marek Rutkowski}, title = {Optimality of replication in the {CRR} model with transaction costs}, journal = {Applicationes Mathematicae}, pages = {29--53}, publisher = {mathdoc}, volume = {25}, number = {1}, year = {1999}, doi = {10.4064/am-25-1-29-53}, zbl = {0914.90026}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.4064/am-25-1-29-53/} }