Sciweavers

Free Online Productivity Tools i2Speak i2Symbol i2OCR iTex2Img iWeb2Print iWeb2Shot i2Type iPdf2Split iPdf2Merge i2Bopomofo i2Arabic i2Style i2Image i2PDF iLatex2Rtf Sci2ools

40

FS
2006

favoriteEmaildiscussreport

200views more FS 2006»

A counter-example to an option pricing formula under transaction costs

14 years 14 days ago

A counter-example to an option pricing formula under transaction costs

Download www-users.york.ac.uk

In the paper by Melnikov and Petrachenko `On option pricing in binomial market with transaction costs,' Finance Stoch. 9 (2005), 141

Alet Roux, Tomasz Zastawniak

Real-time Traffic

Arbitrary European Contingent | FS 2006 | Pricing | Transaction Costs |

claim paper

Post Info
More Details (n/a)

Added	12 Dec 2010
Updated	12 Dec 2010
Type	Journal
Year	2006
Where	FS
Authors	Alet Roux, Tomasz Zastawniak

Comments (0)