A counter-example to an option pricing formula under transaction costs
Alet Roux; Tomasz Zastawniak
| Year of publication: |
2006
|
|---|---|
| Authors: | Roux, Alet ; Zastawniak, Tomasz |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 10.2006, 4, p. 575-578
|
| Subject: | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
| 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/10003405651