DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1
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Publication:4345924
DOI10.1111/j.1467-9965.1992.tb00039.xzbMath0900.90100MaRDI QIDQ4345924
José Alexandre Scheinkman, Henri F. Pagès, Bernard Bensaid, J.-P. Lesne
Publication date: 31 August 1997
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1992.tb00039.x
91G20: Derivative securities (option pricing, hedging, etc.)
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