Option Pricing and Replication with Transactions Costs
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference8 articles.
1. The Pricing of Options and Corporate Liabilities;Black;Journal of Political Economy,May 1973
2. Discretely Adjusted Option Hedges;Boyle;Journal of Financial Economics,September 1980
3. The Effects of Transactions Costs and Different Borrowing and Lending Rates on the Option Pricing Model: A Note;Gilster;Journal of Finance,September 1984
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