A Black-Scholes option pricing model with transaction costs

By Pablo Amster, C. G. Averbuj, M. Mariani, D. Rial. 2005

72 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/c243b47ba345d376078c8fb74980e6c988ab5012