As an application and extension of some previous results, we face up the problem of the option pricing in presence of transaction costs and hence in the framework of incomplete markets.

Expected vs. real transaction costs in European option pricing

Antonio, Attalienti;
2022

Abstract

As an application and extension of some previous results, we face up the problem of the option pricing in presence of transaction costs and hence in the framework of incomplete markets.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11586/410890
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