On Leland's strategy of option pricing with transactions costs
Year of publication: |
1997
|
---|---|
Authors: | Kabanov, Jurij M. |
Other Persons: | Safarian, Mher M. (contributor) |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 1.1997, 3, p. 239-250
|
Subject: | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | Theorie | Theory |
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