Utility based option evaluation with proportional transaction costs
| Year of publication: |
2003
|
|---|---|
| Authors: | Damgaard, Anders |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 4, p. 667-700
|
| Publisher: |
Elsevier |