On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs.
Bibliographic Information
- Title
- On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs.
- Author
- H. Imai, N. Ishimura, I. Mottate, M. Nakamura
Journal
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- Kybernetika vol.43
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Kybernetika vol.43 807-815, 2007
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Details 詳細情報について
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- CRID
- 1010000781981243781
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- Article Type
- journal article
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- Data Source
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- KAKEN