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Black-Scholes model
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Applied mathematical finance
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Pricing a European basket option in the presence of proportional transaction costs
Atkinson, Colin
;
Alexandropoulos, C. A.
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 191-214
Persistent link: https://www.econbiz.de/10003383647
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A possible way of estimating options with stable distributed underlying asset prices
Tsibiridi, C.
;
Atkinson, Colin
- In:
Applied mathematical finance
11
(
2004
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10002001538
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