[题目]Pricing a European Basket Option in the Presence of Proportional Transaction Costs
[作者]C. Atkinson; C. A. Alexandropoulos
[期刊] Applied Mathematical Finance, 1466-4313, Volume 13, Issue 3, 2006, Pages 191 – 214
[链接] http://www.informaworld.com/smpp ... ~content=a759284120