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

N.G. Dokuchaev; A.V. Savkin

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 paper › Conference paper › peer-review

Original language	English
Title of host publication	Tenth Annual Australasian Finance and Banking Conference Refereed Proceedings
Editors	J. Suchard, N. Esho, A. Moreau
Place of Publication	Sydney, NSW
Publisher	School of Banking and Finance, University of New South Wales
Pages	121-134
Volume	1
Edition	Sydney, Australia
ISBN (Print)	0 7334 1632 2
Publication status	Published - 1997
Event	The Pricing of Options in a Financial Market Model with Transaction Costs and Uncertain Volatility - Sydney, Australia Duration: 1 Jan 1997 → …

Conference

Conference	The Pricing of Options in a Financial Market Model with Transaction Costs and Uncertain Volatility
Period	1/01/97 → …

Cite this

Dokuchaev, N. G., & Savkin, A. V. (1997). The Pricing of Options in a Financial Market Model with Transaction Costs and Uncertain Volatility. In J. Suchard, N. Esho, & A. Moreau (Eds.), Tenth Annual Australasian Finance and Banking Conference Refereed Proceedings (Sydney, Australia ed., Vol. 1, pp. 121-134). School of Banking and Finance, University of New South Wales.

Dokuchaev, N.G. ; Savkin, A.V. / The Pricing of Options in a Financial Market Model with Transaction Costs and Uncertain Volatility. Tenth Annual Australasian Finance and Banking Conference Refereed Proceedings. editor / J. Suchard ; N. Esho ; A. Moreau. Vol. 1 Sydney, Australia. ed. Sydney, NSW : School of Banking and Finance, University of New South Wales, 1997. pp. 121-134

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Dokuchaev, NG & Savkin, AV 1997, The Pricing of Options in a Financial Market Model with Transaction Costs and Uncertain Volatility. in J Suchard, N Esho & A Moreau (eds), Tenth Annual Australasian Finance and Banking Conference Refereed Proceedings. Sydney, Australia edn, vol. 1, School of Banking and Finance, University of New South Wales, Sydney, NSW, pp. 121-134, The Pricing of Options in a Financial Market Model with Transaction Costs and Uncertain Volatility, 1/01/97.

The Pricing of Options in a Financial Market Model with Transaction Costs and Uncertain Volatility. / Dokuchaev, N.G.; Savkin, A.V.
Tenth Annual Australasian Finance and Banking Conference Refereed Proceedings. ed. / J. Suchard; N. Esho; A. Moreau. Vol. 1 Sydney, Australia. ed. Sydney, NSW: School of Banking and Finance, University of New South Wales, 1997. p. 121-134.

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

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