Option replication cost with transaction costs
Shigeo Kusuoka
| Year of publication: |
1995
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|---|---|
| Authors: | Kusuoka, Shigeo |
| Published in: |
Nonlinear and convex analysis in economic theory : [contributions to T.I. Tech/K.E.S Conference on Nonlinear and Convex Analysis in Economic Theory, which was held at Keio University, July 2-4, 1993]. - Berlin : Springer, ISBN 3-540-58767-5. - 1995, p. 197-202
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| Subject: | Optionspreistheorie | Option pricing theory | CAPM | Transaktionskosten | Transaction costs | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001315721