DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1

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Publication:4345924

DOI10.1111/j.1467-9965.1992.tb00039.xzbMath0900.90100OpenAlexW2007688427MaRDI QIDQ4345924

J.-P. Lesne, Bernard Bensaid, Henri F. Pagès, José Alexandre Scheinkman

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




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