American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for

✍ Scribed by Alet Roux; Tomasz Zastawniak

• Publisher: Springer Netherlands
• Year: 2008
• Tongue: English
• Weight: 746 KB
• Volume: 106
• Category: Article
• ISSN: 0167-8019
• DOI: 10.1007/s10440-008-9290-7