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 journal › Article

Original language	English
Pages (from-to)	353-364
Journal	Journal of Multinational Financial Management
Volume	8
Publication status	Published - 1998

Cite this

@article{a338f0e0a5dc4254b7afaf046f69bc53,

title = "The pricing of options in a financial market model with transaction costs and uncertain volatility",

author = "N.G. Dokuchaev and A.V. Savkin",

year = "1998",

language = "English",

volume = "8",

pages = "353--364",

journal = "Journal of Multinational Financial Management",

publisher = "Elsevier",

}