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Path-Dependent Options and Transaction Costs

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Dewynne, J. N., Whalley, A. Elizabeth and Wilmott, P. (1994) Path-Dependent Options and Transaction Costs. Philosophical Transactions : Physical Sciences and Engineering, 347 (1684). pp. 517-529.

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Official URL: http://www.jstor.org/stable/54362

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Item Type: Journal Article
Divisions: Faculty of Social Sciences > Warwick Business School > Finance Group
Faculty of Social Sciences > Warwick Business School
Journal or Publication Title: Philosophical Transactions : Physical Sciences and Engineering
Publisher: Royal Society
ISSN: 0962-8428
Official Date: 1994
Dates:
DateEvent
1994UNSPECIFIED
Volume: 347
Number: 1684
Page Range: pp. 517-529
Status: Peer Reviewed
Publication Status: Published

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