Dynamic hedging strategies and option pricing in bond market models with transaction costs
By: Thomas Anton Heinzl
Contributors: Universität St. Gallen
Publisher: De Auteur
Published: 1999
Place of publication: [s.l.]
Language: eng
Number of pages: 114
Notes: Proefschrift St. Gallen.

Thesis (doctoral)--Universität St. Gallen, 1999.

Bibliogr.: p. 107-114.