Replicating Strategies with Transaction Costs
碩士 === 國立臺灣大學 === 國際企業學研究所 === 91 === This thesis explores the issue associated with option pricing and replication in the presence of transaction costs. It examines the replicating strategies in both the stock market and bond market when transaction costs are not negligible. In the stock market, we...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35044306627786922962 |