Asset pricing in a fractional market under transaction costs
Year of publication: |
2012
|
---|---|
Authors: | Gisin, Vladimir ; Markov, Andrey |
Published in: |
Market risk and financial markets modeling. - Berlin : Springer, ISBN 3-642-27930-9. - 2012, p. 47-56
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Arbitrage Pricing | Arbitrage pricing | Transaktionskosten | Transaction costs | Geld-Brief-Spanne | Bid-ask spread | Schätzung | Estimation | Russland | Russia |
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