PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE...

International Journal of Theoretical and Applied Finance 2018 / 09 Vol. 21; Iss. 6

PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY

ARMSTRONG, JOHN, PENNANEN, TEEMU, RAKWONGWAN, UDOMSAK
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:
21
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024918500449
Date:
September, 2018
File:
PDF, 1.66 MB
english, 2018
Conversion to is in progress
Conversion to is failed