Option pricing and replication with transaction costs and dividends

Stylianos Perrakis () and Jean Lefoll

Journal of Economic Dynamics and Control, 2000, vol. 24, issue 11-12, 1527-1561

Date: 2000
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Citations: View citations in EconPapers (8)

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Working Paper: Option Pricing and Replication with Transaction Costs and Dividends (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:24:y:2000:i:11-12:p:1527-1561

Journal of Economic Dynamics and Control is currently edited by J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok

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