Title of article :
The pricing of options in a financial market model with transaction costs and uncertain volatility
Author/Authors :
Nikolai G. Dokuchaev، نويسنده , , Andrey V. Savkin، نويسنده ,
Pages :
12
From page :
353
To page :
364
Keywords :
Black–Scholes formula , option pricing , Transaction costs
Journal title :
Astroparticle Physics
Record number :
230700
Link To Document :
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