Implied volatilities and transaction costs
Year of publication: |
1992
|
---|---|
Authors: | Swidler, Steven Mark |
Other Persons: | Diltz, J. David (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 27.1992, 3, p. 437-447
|
Subject: | Portfolio-Management | Portfolio selection | Derivat | Derivative | CAPM | Transaktionskosten | Transaction costs | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | USA | United States | 1988 |
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