VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS
From MaRDI portal
Publication:4822728
DOI10.4134/JKMS.2004.41.3.513zbMath1070.91026OpenAlexW217081943MaRDI QIDQ4822728
Hyejin Ku, Hyeong In Choi, David C. Heath
Publication date: 25 October 2004
Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4134/jkms.2004.41.3.513