Option pricing with transaction costs and a nonlinear Black-Scholes equation
Guy Barles ; Halil Mete Soner
| Year of publication: |
1998
|
|---|---|
| Authors: | Barles, Guy |
| Other Persons: | Soner, Halil Mete (contributor) |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 2.1998, 4, p. 369-397
|
| Subject: | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| 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/10001247135