On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579)
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scientific article; zbMATH DE number 5777054
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| English | On reset option pricing in binomial market with both fixed and proportional transaction costs |
scientific article; zbMATH DE number 5777054 |
Statements
On reset option pricing in binomial market with both fixed and proportional transaction costs (English)
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1 September 2010
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reset option
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transaction cost
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Markov chain approximation
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frictional market
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stochastic impulse control
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0.92304045
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0.8958781
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0.8896905
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0.88727987
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0.8839925
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0.8793384
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0.87593436
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0.8748442
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