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~subject:"Transaktionskosten"
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Transaktionskosten
Theorie
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Optionspreistheorie
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corporate bonds
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Vorst, Ton
5
Gondzio, Jacek
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Kouwenberg, Roy
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Pelsser, Antoon André Jean
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Boyle, Phelim P.
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Report / Erasmus Center for Financial Research, Erasmus University
2
Journal of economic dynamics & control
1
Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek
;
Kouwenberg, Roy
;
Vorst, Ton
-
1999
Persistent link: https://www.econbiz.de/10001447155
Saved in:
2
Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000903478
Saved in:
3
Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000912212
Saved in:
4
Option replication in discrete time with transaction costs
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
Saved in:
5
Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1045-1068
Persistent link: https://www.econbiz.de/10001734558
Saved in:
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