A Note on the Boyle-Vorst Discrete-Time Option Pricing Model with Transactions Costs
| Year of publication: |
2001
|
|---|---|
| Authors: | Palmer, Ken |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 11.2001, 3, p. 357-363
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005157711