Options Under Transaction Costs

By Alet Roux

This book is aimed at researchers and PhD students in mathematical finance. It studies the pricing and hedging of options in nancial markets with proportional transaction costs on trading in shares,... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3836492393
• ISBN13: 9783836492393
• Release Date: October 2008
• Publisher: VDM Verlag Dr. Mueller E.K.
• Length: 156 Pages
• Weight: 0.48 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"