Pricing a European basket option in the presence of proportional transaction costs
C. Atkinson & C. A. Alexandropoulos
| Year of publication: |
2006
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|---|---|
| Authors: | Atkinson, Colin ; Alexandropoulos, C. A. |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 13.2006, 3, p. 191-214
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| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Transaktionskosten | Transaction costs | Kontrolltheorie | Control theory | 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/10003383647