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Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market

Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market

Bibliographic Details
Main Authors: Abdullah, Mimi Hafizah, Li, Steven
Format: Conference or Workshop Item
Language:English
Published: 2009
Subjects:
HG Finance
Online Access:http://irep.iium.edu.my/1311/
http://irep.iium.edu.my/1311/
http://irep.iium.edu.my/1311/1/Assessing_the_importance_of_transaction_costs.pdf
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http://irep.iium.edu.my/1311/
http://irep.iium.edu.my/1311/
http://irep.iium.edu.my/1311/1/Assessing_the_importance_of_transaction_costs.pdf

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