The pricing of options in a financial market model with transaction costs and uncertain volatility
| Year of publication: |
1998
|
|---|---|
| Authors: | Dokuchaev, Nikolai G. ; Savkin, Andrey V. |
| Published in: |
Journal of Multinational Financial Management. - Elsevier, ISSN 1042-444X. - Vol. 8.1998, 2-3, p. 353-364
|
| Publisher: |
Elsevier |