Publications
Preprint · SSRN Electronic Journal · January 1, 2008
Can the Black-Scholes Model Survive under Transaction Costs? An Affirmative Answer
Michal Czerwonko, Stylianos Perrakis
Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesRisk and Portfolio OptimizationBlack-Scholes modelproportional transaction costsEuropean call options
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