A counter-example to an option pricing formula under transaction costs
| Year of publication: |
2006
|
|---|---|
| Authors: | Roux, Alet ; Zastawniak, Tomasz |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 10.2006, 4, p. 575-578
|
| Publisher: |
Springer |
| Subject: | Transaction costs | Arbitrage | Option pricing | Replication | Superreplication |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005184393