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An Asymptotic Analysis of an Optional Hedging Model for Option Pricing with Transactions Costs
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Whalley, A. Elizabeth and Wilmott, P. (1997) An Asymptotic Analysis of an Optional Hedging Model for Option Pricing with Transactions Costs. Mathematical Finance, 7 (3). pp. 307-324. doi:10.1111/1467-9965.00034 ISSN 0960-1627.
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Official URL: http://dx.doi.org/10.1111/1467-9965.00034
Item Type: | Journal Article | ||||
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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: | Mathematical Finance | ||||
Publisher: | Wiley-Blackwell Publishing, Inc. | ||||
ISSN: | 0960-1627 | ||||
Official Date: | 1997 | ||||
Dates: |
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Volume: | 7 | ||||
Number: | 3 | ||||
Page Range: | pp. 307-324 | ||||
DOI: | 10.1111/1467-9965.00034 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published |
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