American contingent claims under small proportional transaction costs
Krzysztof Tokarz; Tomasz Zastawniak
| Year of publication: |
2006
|
|---|---|
| Authors: | Tokarz, Krzysztof ; Zastawniak, Tomasz |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 43.2006, 1, p. 65-85
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Transaktionskosten | Transaction costs | 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/10003407986