The pricing of options in a financial market model with transaction costs and uncertain volatility

N.G. Dokuchaev, A.V. Savkin

    Research output: Contribution to journalArticle

    8 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)353-364
    JournalJournal of Multinational Financial Management
    Volume8
    Publication statusPublished - 1998

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