Option pricing and replication with transaction costs and dividends
| Year of publication: |
2000
|
|---|---|
| Authors: | Perrakis, Stylianos ; Lefoll, Jean |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 24.2000, 11-12, p. 1527-1561
|
| Publisher: |
Elsevier |