European option pricing with general transaction costs and short-selling constraints

Communications in Statistics. Part C: Stochastic Models

Volumn 17, Issue 2, 2001, Pages 215-245

  Subramanian, Ajay ^a  

^a Susquehanna Partners GP   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040732658     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1081/stm-100002064     Document Type: Article

References (23)

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