An Endogenous Volatility Approach to Pricing and Hedging Call Options with Transaction Costs
Year of publication: |
2009
|
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Authors: | MacLean, Leonard |
Other Persons: | Zhao, Yonggan (contributor) ; Ziemba, William T. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Transaktionskosten | Transaction costs | Volatilität | Volatility |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1481415 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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