Option pricing by large risk aversion utility under transaction costs

Decisions in Economics and Finance

Volumn 24, Issue 2, 2001, Pages 127-136

  Bouchard, B ^a   Kabanov, Yu M ^b   Touzi, N ^c  

^a SORBONNE UNIVERSITÉ   (France)

^b CENTRAL ECONOMICS AND MATHEMATICS INSTITUTE   (Russian Federation)

^c CREST   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0003261151     PISSN: 15938883     EISSN: 11296569     Source Type: Journal    
DOI: 10.1007/s102030170003     Document Type: Article

References (14)

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