The Pricing of Options in a Financial Market Model with Transaction Costs and Uncertain Volatility

N.G. Dokuchaev, A.V. Savkin

    Research output: Chapter in Book/Conference paperConference paper

    Original languageEnglish
    Title of host publicationTenth Annual Australasian Finance and Banking Conference Refereed Proceedings
    EditorsJ. Suchard, N. Esho, A. Moreau
    Place of PublicationSydney, NSW
    PublisherSchool of Banking and Finance, University of New South Wales
    Pages121-134
    Volume1
    EditionSydney, Australia
    ISBN (Print)0 7334 1632 2
    Publication statusPublished - 1997
    EventThe Pricing of Options in a Financial Market Model with Transaction Costs and Uncertain Volatility - Sydney, Australia
    Duration: 1 Jan 1997 → …

    Conference

    ConferenceThe Pricing of Options in a Financial Market Model with Transaction Costs and Uncertain Volatility
    Period1/01/97 → …

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