A New Approach to Pricing and Hedging Options with Transaction Costs
Year of publication: |
2011
|
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Authors: | Chen, Ling |
Other Persons: | Lai, Tze Leung (contributor) ; Lim, Tiong Wee (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Transaktionskosten | Transaction costs |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 3, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1755782 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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