The pricing of options in a financial market model with transaction costs and uncertain volatility

Journal of Multinational Financial Management

Volumn 8, Issue 2-3, 1998, Pages 353-364

  Dokuchaev, Nikolai G ^a   Savkin, Andrey V ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Black Scholes formula; D52; D81; D84; Option pricing; Transaction costs

Indexed keywords

EID: 0038900110     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1042-444x(98)00036-x     Document Type: Article

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