Option replication and arbitrage trading strategy with liquidity and transaction costs
Thesis (M.Sc.)--Chulalongkorn University, 2009
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Main Author: | Kornkanok Atisutapote (Author) |
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Other Authors: | Thaisiri Watewai (Contributor), Chulalongkorn University. Faculty of Commerce and Accountancy (Contributor) |
Format: | Book |
Published: |
Chulalongkorn University,
2012-02-29T14:45:48Z.
|
Subjects: | |
Online Access: | http://cuir.car.chula.ac.th/handle/123456789/17144 |
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