Work

On Leland's Strategy of Option Pricing with Transaction Costs

Year: 1995

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Youri Kabanov, Mher Safarian

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3121645562

Cites:

Cited by: 25

Related to: 10