مرکز منطقه ای اطلاع رساني علوم و فناوري - European option pricing and hedging with both fixed and proportional transaction costs

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 :

From page :

To page :

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 :