2 research outputs found
Pricing European Options in Markets With Transaction Costs
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Option Prices and Costly Short-Selling
- Author
- Adam C Kolasinski
- Adam V Reed
- Adem Atmaz
- Boehmer
- Broadie
- Bruce D Grundy
- Bruno Biais
- Chanaka Edirsinghe
- D&apos
- Darrell Duffie
- Darrell Duffie
- Darrell Duffie
- Darrell Duffie
- Darrell Duffie
- David Easley
- David Easley
- Dmitriy Muravyev
- Eli Ofek
- Fischer Black
- Francesco Trebbi
- Gurdip Bakshi
- Hans R Stoll
- Hayne E Leland
- Hendrik Bessembinder
- Itamar Drechsler
- Jack Bao
- Jens Dick-Nielsen
- Jesse A Blocher
- Jianfeng Hu
- Josef Lakonishok
- Karl B Diether
- Kecskes
- Lawrance R Glosten
- Lawrence E Harris
- Lin
- Mads Jensen
- Marco Avellaneda
- Mark B Garman
- Mark Broadie
- Markus Leippold
- Mel Jameson
- Myron Scholes
- Nicolae G�rleanu
- Nicolas P B Bollen
- Owen A Lamont
- Pedro A C Saffi
- Phelim P Boyle
- Richard B Evans
- Robert Battalio
- Robert C Merton
- Robert C Merton
- Robert Geske
- Robert L Mcdonald
- Samuel G Hanson
- Steven L Heston
- Suleyman Basak
- Suleyman Basak
- Thomas Ho
- Travis L Johnson
- Vladimir Piterbarg
- Wujiang Lou
- Yaacov Z Bergman
- Yakov Amihud
- Young-Hye Cho
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study