The effect of correlation and transaction costs on the pricing of basket options
C. Atkinson & P. Ingpochai
| Year of publication: |
2012
|
|---|---|
| Authors: | Atkinson, Colin ; Ingpochai, P. |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 19.2012, 1/2, p. 131-179
|
| Subject: | Transaktionskosten | Transaction costs | Korrelation | Correlation | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009561237