DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS-Reference-Cited by-同舟云学术

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DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS

Published:1992-04 Issue:2 Volume:2 Page:63-86
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:Mathematical Finance

Author:

Bensaid Bernard,Lesne Jean-Philippe,Pagès Henri,Scheinkman José

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.1992.tb00039.x/fullpdf

Reference6 articles.

1. Capital Market Equilibrium with Transaction Costs

2. Option pricing: A simplified approach

3. Portfolio Selection with Transaction Costs

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3. European option pricing with market frictions, regime switches and model uncertainty;Insurance: Mathematics and Economics;2023-11

4. Fundamental theorem of asset pricing with acceptable risk in markets with frictions;Finance and Stochastics;2023-06-27

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