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SHORT COMMUNICATION - A Note on the Boyle-Vorst Discrete-Time Option Pricing Model with Transactions Costs
Palmer, Ken - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 357
Persistent link: https://www.econbiz.de/10008216985
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Smooth convergence in the binomial model
Chang, Lo-Bin; Palmer, Ken - In: Finance and stochastics 11 (2007) 1, pp. 91-106
Persistent link: https://www.econbiz.de/10008222117
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TRANSPORTATION - Special Report: One-call system addresses offshore damage prevention
Palmer, Ken; Byrd, Bill; Garrett, Jack - In: Oil & gas journal : international petroleum news and … 107 (2009) 17, pp. 80-83
Persistent link: https://www.econbiz.de/10008251828
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The least cost superreplicating portfolio for short puts and calls in the Boyle-Vorst model with transaction costs
Chen, Guan-yu; Palmer, Ken; Sheu, Yuan-chung - In: Advances in quantitative analysis of finance and … 5 (2007), pp. 1-22
Persistent link: https://www.econbiz.de/10009924768
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CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL
Lin, Jhihrong; Palmer, Ken - In: Mathematical finance : an international journal of … 23 (2013) 2, pp. 318-338
Persistent link: https://www.econbiz.de/10010087717
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A Closer Look at Barrier Exchange Options
Brown, Christine A.; Handley, John C.; Palmer, Ken - In: The journal of futures markets 33 (2013) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10010054159