Option pricing in the CRR model with proportional transaction costs: a cone transformation approach (Q4365511)
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scientific article; zbMATH DE number 1083199
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing in the CRR model with proportional transaction costs: a cone transformation approach |
scientific article; zbMATH DE number 1083199 |
Statements
Option pricing in the CRR model with proportional transaction costs: a cone transformation approach (English)
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1997
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Cox-Cross-Rubinstein model
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perfectly hedged options
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