On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs - Concepedia

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On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs

12

Citations

11

References

2007

Year

Hitoshi Imai, Naoyuki Ishimura, Ikumi Mottate, Masaaki Nakamura

Asia-Pacific Financial Markets

Option PricingAsset PricingDerivative PricingBusinessHoggard–whalley–wilmott EquationTransaction CostsFinancial Mathematics

References

	Year	Citations

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