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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Details 詳細情報について

  • CRID
    1010000781981243781
  • Article Type
    journal article
  • Data Source
    • KAKEN

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