Option pricing and replication with transaction costs and dividends
Stylianos Perrakis; Jean Lefoll
| Year of publication: |
2000
|
|---|---|
| Authors: | Perrakis, Stylianos ; Lefoll, Jean |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 24.2000, 11/12, p. 1527-1561
|
| Subject: | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | Dividende | Dividend | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic dynamics & control |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001508747