✦ LIBER ✦

A Note on the Boyle–Vorst Discrete-Time Option Pricing Model with Transactions Costs

✍ Scribed by Ken Palmer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A NOTE ON VARIABLE TRANSACTIONS COSTS, T

✍ MICHAEL THEOBALD 📂 Article 📅 1979 🏛 John Wiley and Sons 🌐 English ⚖ 286 KB

Scaling and long-range dependence in opt

✍ Xiao-Tian Wang; Hai-Gang Yan; Ming-Ming Tang; En-Hui Zhu 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 481 KB

A Note on the Newsboy Model with a Cutof

✍ Chin-Tsai Lin; Hui-Yin Tsai 📂 Article 📅 2004 🏛 Springer Netherlands 🌐 English ⚖ 149 KB

A note on the terminal date security pri

✍ Kazuhiko Ōhashi 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 275 KB