Work

A New Approach to Pricing and Hedging Options with Transaction Costs

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1755782

Authors: Ling Chen, Tze Leung Lai, Tiong Wee Lim

Institutions: Goldman Sachs (United States), Stanford University, National University of Singapore

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2106425467

Cites: 39

Cited by: 2

Related to: 10