The American put under transactions costs

Journal of Economic Dynamics and Control

Volumn 28, Issue 5, 2004, Pages 915-935

  Perrakis, Stylianos ^a   Lefoll, Jean ^b  

^a John Molson School of Business   (Canada)

^b UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

American options; Pricing; Put; Transactions costs

Indexed keywords

EID: 0142231892     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(03)00099-X     Document Type: Article

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