Optimal Replication of Options with Transactions Costs and...

Journal of Financial and Quantitative Analysis 1993 Vol. 28; Iss. 1

Optimal Replication of Options with Transactions Costs and Trading Restrictions

Edirsinghe, Chanaka, Naik, Vasanttilak, Uppal, Raman
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
28
Year:
1993
Language:
english
DOI:
10.2307/2331154
File:
PDF, 2.43 MB
english, 1993
Conversion to is in progress
Conversion to is failed