✦ LIBER ✦

Foreign currency option pricing with proportional transaction costs

✍ Scribed by Shujin Li; Shenghong Li

Book ID: 118817966
Publisher: SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year: 2006
Tongue: English
Weight: 226 KB
Volume: 21
Category: Article
ISSN: 1005-1031
DOI: 10.1007/s11766-006-0002-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Utility based option evaluation with pro

✍ Anders Damgaard 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 314 KB

Pricing of the American option in discre

✍ Marek Kociński 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 180 KB

Pricing a European Basket Option in the

✍ Atkinson, C.; Alexandropoulos, C. A. 📂 Article 📅 2006 🏛 Taylor and Francis Group 🌐 English ⚖ 606 KB

Computing option pricing models under tr

✍ R. Company; L. Jódar; J.-R. Pintos; M.-D. Roselló 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 654 KB

Dynamic Arbitrage-Free Asset Pricing wit

✍ SHUNMING ZHANG; CHUNLEI XU; XIAOTIE DENG 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 113 KB

On option pricing in binomial market wit

✍ Alexander V. Melnikov; Yury G. Petrachenko 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 146 KB