Option replication in discrete time with transaction costs
Phelim P. Boyle and Ton Vorst
| Year of publication: |
1992
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|---|---|
| Authors: | Boyle, Phelim P. |
| Other Persons: | Vorst, Ton (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 47.1992, 1, p. 271-293
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| Subject: | Portfolio-Management | Portfolio selection | Derivat | Derivative | CAPM | Transaktionskosten | Transaction costs | 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/10001124506