Randomized Stopping Times and American Option Pricing with Transaction Costs

By P. Chalasani, Somesh Jha. 2001

54 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/6fef19e719c28bcc16a77e11697b3f8d9aefdc33