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;
2022-01-01
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.File in questo prodotto:
File | Dimensione | Formato | |
---|---|---|---|
Expected vs. Real Transaction Costs In European Option Pricing.pdf
accesso aperto
Tipologia:
Documento in Versione Editoriale
Licenza:
Creative commons
Dimensione
600.69 kB
Formato
Adobe PDF
|
600.69 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.