The American put under transactions costs (Q951505): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
@@ Property / cites work @@
+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Derivative asset pricing with transaction costs: an extension
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@@ Property / cites work @@
+Option pricing and replication with transaction costs and dividends
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0165-1889(03)00099-x
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@@ Property / OpenAlex ID @@
+W2080800974
@@ Property / OpenAlex ID: W2080800974 / rank @@
+Normal rank