Call option pricing and replication under economic friction
type: Item
instance of: scholarly article
title: Call option pricing and replication under economic friction
zbMATH Open document ID: 0952.91025
DOI: 10.1016/S0377-2217(97)00128-8
published in: European Journal of Operational Research
publication date: 1999-07-11T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B50
Mathematics Subject Classification ID: 91B40
zbMATH DE Number: 1314730
zbMATH Keywords: economic friction
zbMATH Keywords: financial hedging
zbMATH Keywords: multiple transaction costs
zbMATH Keywords: option pricing
author: Ralf Östermark
MaRDI profile type: Publication
cites work: DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1
cites work: Q5723327
cites work: Option pricing: A simplified approach
cites work: Portfolio Selection with Transaction Costs
Wikidata QID: Q126656848
full work available at URL: s0377-2217(97)00128-8
OpenAlex ID: W2081558340
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description: scientific article; zbMATH DE number 1314730