Option Replication in Discrete Time with Transaction Costs

• 1 March 1992
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 47  (1) , 271-293
• https://doi.org/10.2307/2329098

Abstract

Keywords

• TRANSACTION COSTS
• OPTION REPLICATION
• DISCRETE TIME
• REPLICATION IN DISCRETE
• TIME WITH TRANSACTION