مرکز منطقه ای اطلاع رساني علوم و فناوري - Call option pricing and replication under economic friction

Title of article :

Call option pricing and replication under economic friction

Author/Authors :

Ralf ostermark، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

184

To page :

195

Keywords :

Option Pricing , Economic friction , Financial hedging

Journal title :

European Journal of Operational Research

Serial Year :

1998

Journal title :

European Journal of Operational Research

Record number :

212561

Link To Document :