Randomized Stopping Times and American Option Pricing with Transaction Costs
Conference Paper, Proceedings of 9th Annual Derivative Securities Conference, April, 1999
BibTeX
@conference{Chalasani-1999-14878,author = {Prasad Chalasani and Somesh Jha},
title = {Randomized Stopping Times and American Option Pricing with Transaction Costs},
booktitle = {Proceedings of 9th Annual Derivative Securities Conference},
year = {1999},
month = {April},
}
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