AN ASYMPTOTIC ANALYSIS OF AN OPTIMAL HEDGING MODEL FOR OPTION PRICING WITH TRANSACTION COSTS.
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- Mathematical Finance, 1997, v. 7, n. 3, p. 307, doi. 10.1111/1467-9965.00034
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- Article
Works matching IS 09601627 AND DT 1997 AND VI 7 AND IP 3
Results: 3
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THE VALUATION OF AMERICAN OPTIONS ON MULTIPLE ASSETS.
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- Mathematical Finance, 1997, v. 7, n. 3, p. 241, doi. 10.1111/1467-9965.00032
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- Publication type:
- Article
3
THE STATISTICAL PROPERTIES OF THE BLACK-SCHOLES OPTION PRICE.
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- Mathematical Finance, 1997, v. 7, n. 3, p. 287, doi. 10.1111/1467-9965.00033
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- Publication type:
- Article