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

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 (Unpublished)

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Item Type:	Conference or Workshop Item (Other)
Additional Information:	4482/1311
Uncontrolled Keywords:	Transaction costs, pricing models, S&P/ASX 200
Subjects:	H Social Sciences > HG Finance
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Science Kulliyyah of Science > Department of Computational and Theoretical Sciences
Depositing User:	Ms Zati Atiqah Mohamad Tanuri
Date Deposited:	08 Aug 2011 15:15
Last Modified:	08 Aug 2011 15:15
URI:	http://irep.iium.edu.my/id/eprint/1311

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