American and exotic options in a market with frictions
Gero Junike, Argimiro Arratia, Alejandra Cabaña and Wim Schoutens
| Year of publication: |
2020
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|---|---|
| Authors: | Junike, Gero ; Arratia, Argimiro ; Cabaña, Alejandra ; Schoutens, Wim |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 26.2020, 2/3, p. 179-199
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| Subject: | American options | barrier options | bid-ask spread | binomial model | Market with frictions | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Geld-Brief-Spanne | Bid-ask spread | Black-Scholes-Modell | Black-Scholes model | Unvollkommener Markt | Incomplete market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2019.1599407 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207193