Structuring an option to facilitate replication with transaction costs
type: Item
instance of: scholarly article
title: Structuring an option to facilitate replication with transaction costs
zbMATH Open document ID: 1375.91229
DOI: 10.1016/0165-1765(89)90196-1
author: Sherrill Shaffer
published in: Economics Letters
publication date: 2017-11-09T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6804843
MaRDI profile type: Publication
full work available at URL: 0165-1765(89)90196-1
OpenAlex ID: W2045973202
cites work: The pricing of options and corporate liabilities
description: scientific article; zbMATH DE number 6804843