On Leland's Strategy of Option Pricing with Transaction Costs

Y. M. Kabanov and M. Safarian
Authors registered in the RePEc Author Service: Юрий Михайлович Кабанов

No 1995,65, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Date: 1995
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Journal Article: On Leland's strategy of option pricing with transactions costs (1997)
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