DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1
- 1 April 1992
- journal article
- Published by Wiley in Mathematical Finance
- Vol. 2 (2) , 63-86
- https://doi.org/10.1111/j.1467-9965.1992.tb00039.x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Portfolio Selection with Transaction CostsMathematics of Operations Research, 1990
- Capital Market Equilibrium with Transaction CostsJournal of Political Economy, 1986
- Option Pricing and Replication with Transactions CostsThe Journal of Finance, 1985
- Option Pricing and Replication with Transactions CostsThe Journal of Finance, 1985
- Option pricing: A simplified approachJournal of Financial Economics, 1979