The least cost super replicating portfolio in the Boyle-Vorst model with transaction costs

Resource

International journal of theoretical and applied finance 11 (1): 55-85

Journal

International journal of theoretical and applied finance

Journal Volume

11

Journal Issue

1

Pages

55-85

Date Issued

2008

Date

2008

Author(s)

Chen, Guan-Yu

Palmer, Ken

Sheu, Yuan-Chung

URI

Type

journal article

File(s)

Name

03.pdf

Size

23.42 KB

Format

Adobe PDF

Checksum

(MD5):3dde57a1ace21e711d739ce1d8444d41