Option Pricing and Replication with Transactions Costs

• 1 December 1985
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 40  (5) , 1283-1301
• https://doi.org/10.2307/2328113

Abstract

Keywords

• TRANSACTIONS COSTS
• OPTION PRICING
• PRICING AND REPLICATION WITH TRANSACTIONS

All Related Versions

• Version 1, RePEc (Unconfirmed version)