Option pricing with transaction costs using a Markov chain approximation

Option pricing with stochastic volatility following finite Markov chain

Guo, Chen

January 1996

Le texte intégral de ce document de travail n'est pas disponible en ligne. Une copie papier est disp...

The consitent pricing of interest rate options

Kuan, Chia-Hsuan

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN057530 / BLDSC - British Library ...

A hedging strategy and option valuation model with transaction costs

Whalley, A.
Wilmott, P
Oxford Univ. (United Kingdom). Mathematical Inst

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:q96/20623 / BLDSC - British Library D...

Option pricing with transaction costs

Panas, V.G

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:DX189083 / BLDSC - British Library D...

Optimal valuation of options under transaction costs

Monoyios, M.
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.1508(99-08) / BLDSC - British Li...

Option pricing with transaction costs using a Markov chain approximation

Monoyios, M

February 2004

An efficient algorithm is developed to price European options in the presence of proportional transa...

Option valuation and hedging under transactions costs

Neuhaus, H.J.

January 1989

SIGLEAvailable from British Library Document Supply Centre-DSC:DX194378 / BLDSC - British Library Do...

Efficient option pricing with transaction costs

Monoyios, Michael
Brunel University. Department of Economics and Finance (United Kingdom)

January 2002

Includes bibliographical references. Title from coverAvailable from British Library Document Supply ...

Utility neutral option pricing under transaction costs

Davis, M.H.
Monoyios, M.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(95-08) / BLDSC - British L...

A nonstandard approach to option pricing

Cutland, N.
Kopp, E.
Willinger, W
Hull Univ. (United Kingdom). School of Mathematics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:5406.34(v.3 pt.16) / BLDSC - British...

An autoregressive conditional binomial option pricing model

Prigent, J.
Renault, O.
Scaillet, O.
London School of Economics (United Kingdom). Financial Markets Group

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(364) / BLDSC - British Libra...

Option pricing with a quadratic diffusion term

Rady, S
London School of Economics (United Kingdom). Financial Markets Group

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--226) / BLDSC - ...

Application of option pricing theory to R&D

Newton, D.P
Manchester Business School (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9349.712(MBS-WP--237) / BLDSC - Brit...

Option Pricing with Transaction Costs Using a Markov Chain Approximation

Monoyios, M

January 2001

http://www.brunel.ac.uk/about/acad/sssl/ssslresearch/efwps##2001An e cient algorithm is developed to...

Two topics in option pricing

Guichard, R.S.H.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN033505 / BLDSC - British Library D...

Option pricing with stochastic volatility following finite Markov chain

Guo, Chen

January 1996

Le texte intégral de ce document de travail n'est pas disponible en ligne. Une copie papier est disp...

The consitent pricing of interest rate options

Kuan, Chia-Hsuan

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN057530 / BLDSC - British Library ...

A hedging strategy and option valuation model with transaction costs

Whalley, A.
Wilmott, P
Oxford Univ. (United Kingdom). Mathematical Inst

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:q96/20623 / BLDSC - British Library D...

Option pricing with transaction costs

Panas, V.G

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:DX189083 / BLDSC - British Library D...

Optimal valuation of options under transaction costs

Monoyios, M.
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.1508(99-08) / BLDSC - British Li...

Option pricing with transaction costs using a Markov chain approximation

Monoyios, M

February 2004

An efficient algorithm is developed to price European options in the presence of proportional transa...

Option valuation and hedging under transactions costs

Neuhaus, H.J.

January 1989

SIGLEAvailable from British Library Document Supply Centre-DSC:DX194378 / BLDSC - British Library Do...

Efficient option pricing with transaction costs

Monoyios, Michael
Brunel University. Department of Economics and Finance (United Kingdom)

January 2002

Includes bibliographical references. Title from coverAvailable from British Library Document Supply ...

Utility neutral option pricing under transaction costs

Davis, M.H.
Monoyios, M.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(95-08) / BLDSC - British L...

A nonstandard approach to option pricing

Cutland, N.
Kopp, E.
Willinger, W
Hull Univ. (United Kingdom). School of Mathematics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:5406.34(v.3 pt.16) / BLDSC - British...

An autoregressive conditional binomial option pricing model

Prigent, J.
Renault, O.
Scaillet, O.
London School of Economics (United Kingdom). Financial Markets Group

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(364) / BLDSC - British Libra...

Option pricing with a quadratic diffusion term

Rady, S
London School of Economics (United Kingdom). Financial Markets Group

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--226) / BLDSC - ...

Application of option pricing theory to R&D

Newton, D.P
Manchester Business School (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9349.712(MBS-WP--237) / BLDSC - Brit...

Option Pricing with Transaction Costs Using a Markov Chain Approximation

Monoyios, M

January 2001

http://www.brunel.ac.uk/about/acad/sssl/ssslresearch/efwps##2001An e cient algorithm is developed to...

Two topics in option pricing

Guichard, R.S.H.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN033505 / BLDSC - British Library D...

Option pricing with stochastic volatility following finite Markov chain

Guo, Chen

January 1996

Le texte intégral de ce document de travail n'est pas disponible en ligne. Une copie papier est disp...

The consitent pricing of interest rate options

Kuan, Chia-Hsuan

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN057530 / BLDSC - British Library ...

A hedging strategy and option valuation model with transaction costs

Whalley, A.
Wilmott, P
Oxford Univ. (United Kingdom). Mathematical Inst

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:q96/20623 / BLDSC - British Library D...

Option pricing with transaction costs using a Markov chain approximation

Abstract

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Option pricing with transaction costs using a Markov chain approximation

Abstract

Extracted data

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