On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On reset option pricing in binomial market with both fixed and proportional transaction costs |
scientific article |
Statements
On reset option pricing in binomial market with both fixed and proportional transaction costs (English)
0 references
1 September 2010
0 references
reset option
0 references
transaction cost
0 references
Markov chain approximation
0 references
frictional market
0 references
stochastic impulse control
0 references
