Option replication in discrete time with transaction costs
Year of publication: |
1992
|
---|---|
Authors: | Boyle, Phelim P. |
Other Persons: | Vorst, Ton (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 47.1992, 1, p. 271-293
|
Subject: | Portfolio-Management | Portfolio selection | Derivat | Derivative | CAPM | Transaktionskosten | Transaction costs | Theorie | Theory |
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