Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market

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Main Authors: Abdullah, Mimi Hafizah, Li, Steven
Format: Conference or Workshop Item
Language:English
Published: 2009
Subjects:
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
Language: English
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spelling 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 (Unpublished) http://www.cef.uts.edu.au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
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