Implied transaction costs by Leland option pricing model : a new approach and empirical evidence
Steven Li; Mimi Hafizah Abdullah
| Year of publication: |
2012
|
|---|---|
| Authors: | Li, Steven ; Abdullah, Mimi Hafizah |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 18.2012, 4, p. 333-360
|
| Subject: | Transaktionskosten | Transaction costs | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009674530