A hybrid method for pricing European options based on multiple assets with transaction costs
Graziella Pacelli, Maria Cristina Recchioni and Francesco Zirilli
| Year of publication: |
1999
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|---|---|
| Authors: | Pacelli, Graziella ; Recchioni, Maria Cristina ; Zirilli, Francesco |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 6.1999, 2, p. 61-85
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| Subject: | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001449240