• Title of article

    European option pricing and hedging with both fixed and proportional transaction costs

  • Author/Authors

    Valeri I. Zakamouline، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    25
  • From page
    1
  • To page
    25
  • Keywords
    Option Pricing , Option hedging , Transaction costs , Stochastic impulse control , Markov chainapproximation
  • Journal title
    Journal of Economic Dynamics and Control
  • Serial Year
    2006
  • Journal title
    Journal of Economic Dynamics and Control
  • Record number

    238875

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=238875