Option Pricing and Replication with Transactions Costs

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

An Introduction to Probability Theory and its Applications.

1972 • 5,396 citations

The Valuation of Uncertain Income Streams and the Pricing of Options

1976 • 1,727 citations

Portfolio selection with transactions costs

1976 • 442 citations

Discretely adjusted option hedges

1980 • 206 citations

The Effects of Transaction Costs and Different Borrowing and Lending Rates on the Option Pricing Model: A Note

1984 • 36 citations