American contingent claims under small proportional transaction costs
Article Abstract:
Using the binary tree model under small transaction costs, American contingent claims, is studied.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
Science & research, Poland, Research, Usage, Econometrics, Binary trees (Computers), Binary trees (Data structures)
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
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Comment about this article or add new information about this topic:
Link-save trading
Article Abstract:
Use of bid ask spread of asset prices in describing transaction costs of trade is discussed.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
Scotland
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
User Contributions:
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Link-save trading
Article Abstract:
Use of bid ask spread of asset prices in describing transaction costs of trade is discussed.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
Economic aspects
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: United Kingdom, Analysis, Cost (Economics), Costs (Economics), Prices and rates, Switzerland, Capital assets, Company pricing policy
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