Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market
| Main Authors: | , |
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| Formato: | Proceeding Paper |
| Idioma: | English |
| Publicado: |
2009
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| Subjects: | |
| Acceso en liña: | http://irep.iium.edu.my/1311/1/Assessing_the_importance_of_transaction_costs.pdf |