Derivative Asset Pricing with Transaction Costs: An Extension

Computational Economics

Volumn 10, Issue 4, 1997, Pages 359-376

  Perrakis, Stylianos ^a   Lefoll, Jean ^b  

^a UNIVERSITY OF OTTAWA   (Canada)

^b UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Derivatives; Hedging; Options; Replication; Transaction costs

Indexed keywords

EID: 0008627754     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008693830990     Document Type: Article

References (11)

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