The American put under transactions costs (Q951505): Difference between revisions
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Property / cites work: DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup> / rank | |||
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: Option pricing: A simplified approach / rank | |||
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Property / cites work: Q4905685 / rank | |||
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Property / cites work: Derivative asset pricing with transaction costs: an extension / rank | |||
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Property / cites work: Option pricing and replication with transaction costs and dividends / rank | |||
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Revision as of 18:07, 28 June 2024
scientific article
Language | Label | Description | Also known as |
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English | The American put under transactions costs |
scientific article |
Statements
The American put under transactions costs (English)
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24 October 2008
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pricing
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transactions costs
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American options
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put
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