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FS
2010
14 years 10 months ago
2010
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FS
2006
14 years 11 months ago
2006
We develop a
FS
2006
14 years 11 months ago
2006
In the paper by Melnikov and Petrachenko `On option pricing in binomial market with transaction costs,' Finance Stoch. 9 (2005), 141
65
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FS
2006
14 years 11 months ago
2006
In this paper we generalize recent comparison results of El Karoui, Jeanblanc-Picqu
FS
2010
14 years 10 months ago
2010
This note explores the analogy between the dynamics of the interest rate term structure and the implied volatility surface of a stock. In particular, we prove an impossibility theo...