Option replication and arbitrage trading strategy with liquidity and transaction costs

Option replication and arbitrage trading strategy with liquidity and transaction costs

Thesis (M.Sc.)--Chulalongkorn University, 2009

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Bibliographic Details
Main Author: Kornkanok Atisutapote (Author)
Other Authors: Thaisiri Watewai (Contributor), Chulalongkorn University. Faculty of Commerce and Accountancy (Contributor)
Format: Book
Published: Chulalongkorn University, 2012-02-29T14:45:48Z.
Subjects:
Thesis
Online Access:http://cuir.car.chula.ac.th/handle/123456789/17144
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