مرکز منطقه ای اطلاع رساني علوم و فناوري - Option pricing and replication with transaction costs and dividends

Title of article :

Option pricing and replication with transaction costs and dividends

Author/Authors :

Stylianos Perrakis، نويسنده , , Jean Lefoll، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

1527

To page :

1561

Keywords :

Pricing , Transaction costs , American Options , Dividends

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2000

Journal title :

Journal of Economic Dynamics and Control

Record number :

237824

Link To Document :