Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market
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| Format: | Conference or Workshop Item |
| Language: | English |
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2009
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| Online Access: | http://irep.iium.edu.my/1311/1/Assessing_the_importance_of_transaction_costs.pdf http://irep.iium.edu.my/1311/ http://www.cef.uts.edu.au |
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| Institution: | Universiti Islam Antarabangsa Malaysia |
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my.iium.irep.13112011-08-08T07:15:51Z http://irep.iium.edu.my/1311/ Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market Abdullah, Mimi Hafizah Li, Steven HG Finance 2009 Conference or Workshop Item REM application/pdf en http://irep.iium.edu.my/1311/1/Assessing_the_importance_of_transaction_costs.pdf Abdullah, Mimi Hafizah and Li, Steven (2009) Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market. In: 15th International Conference Computing in Economics and Finance , 15 - 17 July, Sydney, Australia. (Unpublished) http://www.cef.uts.edu.au |
| institution |
Universiti Islam Antarabangsa Malaysia |
| building |
IIUM Library |
| collection |
Institutional Repository |
| continent |
Asia |
| country |
Malaysia |
| content_provider |
International Islamic University Malaysia |
| content_source |
IIUM Repository (IREP) |
| url_provider |
http://irep.iium.edu.my/ |
| language |
English |
| topic |
HG Finance |
| spellingShingle |
HG Finance Abdullah, Mimi Hafizah Li, Steven Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market |
| format |
Conference or Workshop Item |
| author |
Abdullah, Mimi Hafizah Li, Steven |
| author_facet |
Abdullah, Mimi Hafizah Li, Steven |
| author_sort |
Abdullah, Mimi Hafizah |
| title |
Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market |
| title_short |
Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market |
| title_full |
Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market |
| title_fullStr |
Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market |
| title_full_unstemmed |
Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market |
| title_sort |
assessing the importance of transaction costs in option pricing: evidence from the australian index option market |
| publishDate |
2009 |
| url |
http://irep.iium.edu.my/1311/1/Assessing_the_importance_of_transaction_costs.pdf http://irep.iium.edu.my/1311/ http://www.cef.uts.edu.au |
| _version_ |
1643604758801416192 |