Differential game-theoretic thoughts on option pricing and transaction costs

Research output: Contribution to journal › Article › Scientific

Original language	Undefined/Unknown
Pages (from-to)	209-228
Number of pages	20
Journal	International Game Theory Review
Volume	2
Issue number	2
Publication status	Published - 2000

Keywords

@article{f13b6886e4004afe98976aee57926b82,

title = "Differential game-theoretic thoughts on option pricing and transaction costs",

keywords = "ZX Int.klas.verslagjaar < 2002",

author = "GJ Olsder",

year = "2000",

language = "Undefined/Unknown",

volume = "2",

pages = "209--228",

journal = "International Game Theory Review",

issn = "0219-1989",

publisher = "World Scientific Publishing",

number = "2",

}