On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs.
書誌事項
- タイトル
- On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs.
- 著者
- H. Imai, N. Ishimura, I. Mottate, M. Nakamura
収録刊行物
-
- Kybernetika vol.43
-
Kybernetika vol.43 807-815, 2007