European option pricing and hedging with both fixed and proportional transaction costs
| Year of publication: |
2006
|
|---|---|
| Authors: | Zakamouline, Valeri I. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 30.2006, 1, p. 1-25
|
| Publisher: |
Elsevier |