66 citations to 10.1007/s007800050023 (Crossref Cited-By Service)
  1. Valeri Zakamouline, “Option Pricing and Hedging in the Presence of Transaction Costs and Nonlinear Partial Differential Equations”, SSRN Journal, 2008  crossref
  2. Yonggan Zhao, William T. Ziemba, “Comments on and corrigendum to “Hedging errors with Leland's option model in the presence of transaction costs” [Finance Research Letters 4 (2007) 49–58]”, Finance Research Letters, 4, no. 3, 2007, 196  crossref
  3. Indranil SenGupta, “Option Pricing with Transaction Costs and Stochastic Interest Rate”, Applied Mathematical Finance, 21, no. 5, 2014, 399  crossref
  4. Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale model, market frictions and capital growth”, Stochastics, 93, no. 2, 2021, 279  crossref
  5. Fares Alazemi, Abdulaziz Alsenafi, Alireza Najafi, “A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis”, Numer Algor, 2024  crossref
  6. Erindi Allaj, “Arbitrage Pricing Theory Under Transaction Costs and Application to the Tobin Tax”, SSRN Journal, 2013  crossref
  7. Romuald Elie, Emmanuel Lépinette, “Approximate hedging for nonlinear transaction costs on the volume of traded assets”, Finance Stoch, 19, no. 3, 2015, 541  crossref
  8. Leonard MacLean, Yonggan Zhao, William T. Ziemba, “An Endogenous Volatility Approach to Pricing and Hedging Call Options with Transaction Costs”, SSRN Journal, 2009  crossref
  9. Yonggan Zhao, William T. Ziemba, “On Leland's Option Hedging Strategy with Transaction Costs”, SSRN Journal, 2004  crossref
  10. Junhuan Zhang, Wenjun HUANG, “Option Hedging Using LSTM-RNN: An Empirical Analysis”, SSRN Journal, 2019  crossref
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