Differential game-theoretic thoughts on option pricing and transaction costs
Geert Jan Olsder
| Year of publication: |
2000
|
|---|---|
| Authors: | Olsder, Geert Jan |
| Published in: |
International game theory review. - [River Edge], NJ [u.a.] : World Scientific, ISSN 0219-1989, ZDB-ID 1500913-0. - Vol. 2.2000, 2/3, p. 209-228
|
| Subject: | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | Dynamisches Spiel | Dynamic game | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International game theory review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001613967