UNDERSTANDING BID-ASK SPREADS OF DERIVATIVES UNDER UNCERTAIN VOLATILITY AND TRANSACTION COSTS (Q3523582): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+European Option Pricing with Transaction Costs
@@ Property / cites work: European Option Pricing with Transaction Costs / rank @@
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+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
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+WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING
@@ Property / cites work: WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING / rank @@
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+Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits
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+Publication:3523582