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FS
2006

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

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

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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

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

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

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