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Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model
Odin, Matabel
;
Aduda, Jane Akinyi
;
Omari, Cyprian Ondieki
(
Open Journal of Statistics
,
2022-10
)
Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing
Odin, Matabel
;
Aduda, Jane Akinyi
;
Omari, Cyprian Ondieki
(
2023-11
)
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Author
Aduda, Jane Akinyi (2)
Odin, Matabel (2)
Omari, Cyprian Ondieki (2)
Date Issued
2022 (1)
2023 (1)
Has File(s)
Yes (2)