Option Replication in Discrete Time with Transaction Costs

Authors
PHELIM P. BOYLE TON VORST
Citation
PHELIM P. BOYLE et TON VORST, Option Replication in Discrete Time with Transaction Costs, The Journal of finance, 47(01), 1992, pp. 271
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
47
Issue
01
Year of publication
1992
Database
ICR
SICI code
0022-1082(1992)47:01<271:ORIDTW>2.0.ZU;2-Y