Option pricing and replication with transaction costs and dividends (Q1583143): Difference between revisions

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+Stylianos Perrakis
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+Jean Lefoll
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+MaRDI publication profile
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+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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+The Pricing of Options and Corporate Liabilities
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+Option pricing: A simplified approach
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+European Option Pricing with Transaction Costs
@@ Property / cites work: European Option Pricing with Transaction Costs / rank @@
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+Q4794126
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+Q4905685
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+Derivative asset pricing with transaction costs: an extension
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+Option pricing and replication with transaction costs and dividends
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+There is no nontrivial hedging portfolio for option pricing with transaction costs
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