Replicating an option under general rebalancing costs
Elisabetta Allevi
| Year of publication: |
1996
|
|---|---|
| Authors: | Allevi, Elisabetta |
| Published in: |
Modelling techniques for financial markets and bank management. - Heidelberg : Physica-Verl., ISBN 3-7908-0928-4. - 1996, p. 101-110
|
| Subject: | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001292507