Pricing of foreign exchange options with transaction costs : the coice of trading interval
Year of publication: |
1997
|
---|---|
Authors: | Hauser, Shmuel |
Other Persons: | Levy, Azriel (contributor) |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 5.1996, 2, p. 145-160
|
Subject: | Optionspreistheorie | Option pricing theory | Transaktionskosten | Transaction costs | Theorie | Theory |
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