A note on the Boyle-Vorst discrete-time option pricing model with transactions costs. (Q2757319)
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scientific article; zbMATH DE number 1676834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the Boyle-Vorst discrete-time option pricing model with transactions costs. |
scientific article; zbMATH DE number 1676834 |
Statements
26 November 2001
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A note on the Boyle-Vorst discrete-time option pricing model with transactions costs. (English)
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