Transaction costs and option prices
Stylianos Perrakis
| Year of publication: |
2017
|
|---|---|
| Authors: | Perrakis, Stylianos |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 6.2017, 3, p. 241-248
|
| Subject: | Transaction costs | option pricing | asset allocation | stochastic dominance | option bounds | Transaktionskosten | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3233/RDA-170125 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011925091