Journal of Financial and Quantitative Analysis Vol. 28 No. 1 1993
Optimal Replication of Options with Transactions Costs and Trading Restrictions
Abstract
Chanaka Edirsinghe, Vasanttilak Naik, Raman Uppal, Optimal Replication of Options with Transactions Costs and Trading Restrictions, The Journal of Financial and Quantitative Analysis, Vol. 28, No. 1 (Mar., 1993), pp. 117-138
- DOI
- 10.2307/2331154
- Volume
- 28
- Issue
- 1
- Pages
- 117
- Sources
- openalex crossref