Transaction Costs in Options Trading
Language: en
Pages: 52
Authors: Ulrich Strohmeier
Categories:
Type: BOOK - Published: 2005 - Publisher:

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Options Under Transaction Costs
Language: en
Pages: 0
Authors: Alet Roux
Categories: Algorithms
Type: BOOK - Published: 2008-10 - Publisher: VDM Publishing

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This book is aimed at researchers and PhD students in mathematical finance. It studies the pricing and hedging of options in financial markets with proportiona
Mixed Stopping Times and American Options Under Transaction Costs
Language: en
Pages: 0
Authors: Chih-Yuan Tien
Categories:
Type: BOOK - Published: 2011 - Publisher:

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Markets with Transaction Costs
Language: en
Pages: 306
Authors: Yuri Kabanov
Categories: Business & Economics
Type: BOOK - Published: 2009-12-04 - Publisher: Springer Science & Business Media

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The book is the first monograph on this highly important subject.
European and American Options Under Proportional Transaction Costs
Language: en
Pages: 179
Authors:
Categories:
Type: BOOK - Published: 2006 - Publisher:

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