A counter-example to an option pricing formula under transaction costs

Alet Roux () and Tomasz Zastawniak ()

Finance and Stochastics, 2006, vol. 10, issue 4, 575-578

Keywords: Transaction costs; Arbitrage; Option pricing; Replication; Superreplication; 62P05; G11; G13 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00780-006-0016-2

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