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