Option replication with large transactions costs
Alternative title: | Optionsbewertung bei differenzierten Transaktionskosten |
---|---|
Year of publication: |
1999
|
Authors: | Reiß, Ariane |
Published in: |
OR-Spektrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 1465994-3. - Vol. 21.1999, 1/2, p. 49-70
|
Subject: | Optionsgeschäft | Option trading | Strategie | Strategy | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | Theorie | Theory |
-
Bewertung von Optionen unter Transaktionskosten : mit 21 Tabellen
Reiß, Ariane, (1998)
-
Option replication with large transactions costs
Reiß, Ariane, (1997)
-
Option replication with large transaction costs
Reiß, Ariane, (1997)
- More ...
-
Option replication with large transactions costs
Reiß, Ariane, (1997)
-
Reiß, Ariane, (1996)
-
An option pricing approach to investment in innovations in a competitive environment
Reiß, Ariane, (1997)
- More ...