Option pricing and replication with transaction costs and dividends

Journal of Economic Dynamics and Control

Volumn 24, Issue 11-12, 2000, Pages 1527-1561

  Perrakis, Stylianos ^a   Lefoll, Jean ^b  

^a UNIVERSITY OF OTTAWA   (Canada)

^b UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

American options; Dividends; G13; Pricing; Transaction costs

Indexed keywords

EID: 0142145877     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(99)00086-x     Document Type: Article

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