Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities (Q2757317)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities |
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Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities (English)
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26 November 2001
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derivative pricing
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transaction costs
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multiple securities
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American claims
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exotic options
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utility maximization
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volatility smile
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