Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market
| Main Authors: | , |
|---|---|
| Format: | Proceeding Paper |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/1311/ http://irep.iium.edu.my/1311/1/Assessing_the_importance_of_transaction_costs.pdf |
| _version_ | 1848775830817210368 |
|---|---|
| author | Abdullah, Mimi Hafizah Li, Steven |
| author_facet | Abdullah, Mimi Hafizah Li, Steven |
| author_sort | Abdullah, Mimi Hafizah |
| building | IIUM Repository |
| collection | Online Access |
| first_indexed | 2025-11-14T14:20:26Z |
| format | Proceeding Paper |
| id | iium-1311 |
| institution | International Islamic University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T14:20:26Z |
| publishDate | 2009 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | iium-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 Proceeding Paper NonPeerReviewed 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 (Unpublished) http://www.cef.uts.edu.au |
| spellingShingle | HG Finance Abdullah, Mimi Hafizah Li, Steven Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market |
| title | 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_short | 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 |
| topic | HG Finance |
| url | http://irep.iium.edu.my/1311/ http://irep.iium.edu.my/1311/ http://irep.iium.edu.my/1311/1/Assessing_the_importance_of_transaction_costs.pdf |