مرکز منطقه ای اطلاع رساني علوم و فناوري - 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 ,

DocumentNumber :

1161316

Title Of Article :

The pricing of options in a financial market model with transaction costs and uncertain volatility

شماره ركورد :

715

From Page :

353

NaturalLanguageKeyword :

Black–Scholes formula , option pricing , Transaction costs

JournalTitle :

Studia Iranica

To Page :

364

To Page :

364

Link To Document :