On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs
Hitoshi Imai, Naoyuki Ishimura, Ikumi Mottate, Masaaki NakamuraVolume:
13
Language:
english
Pages:
12
DOI:
10.1007/s10690-007-9047-8
Date:
December, 2006
File:
PDF, 271 KB
english, 2006