Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Year of publication: |
1999
|
---|---|
Authors: | Kōnstantinidēs, Giōrgos ; Zariphopoulou-Souganidis, Thaleia |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 3.1999, 3, p. 345-369
|
Subject: | Optionspreistheorie | Option pricing theory | Intertemporale Allokation | Intertemporal allocation | Transaktionskosten | Transaction costs | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
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