Understanding bid-ask spreads of derivatives under uncertain volatility and transaction costs
Year of publication: |
2001
|
---|---|
Authors: | Ané, Thierry ; Lacoste, Vincent |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 4.2001, 3, p. 467-489
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility | Transaktionskosten | Transaction costs | Theorie | Theory |
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