Black and scholes pricing and markets with transaction costs : an example
Year of publication: |
2001
|
---|---|
Authors: | Reisman, Haim |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 5.2001, 4, p. 549-555
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Transaktionskosten | Transaction costs | CAPM | Optionspreistheorie | Option pricing theory | Theorie | Theory |
-
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C., (1998)
-
Pricing a European basket option in the presence of proportional transaction costs
Atkinson, Colin, (2006)
-
Option pricing with transaction costs and a nonlinear Black-Scholes equation
Barles, Guy, (1998)
- More ...
-
Short-term predictability of the term structure
Reisman, Haim, (2004)
-
Instantaneous mean-variance analysis of bond returns
Reisman, Haim, (2004)
-
Price taking behavior and trading in options
Mirman, Leonard J., (1984)
- More ...