European option pricing with fixed transaction costs
By: Ajay Subramanian Aiyer.
Contributors: Cornell Theory Center.
Series: Technical report / Cornell Theory Center -- CTC96TR261.; Technical report (Cornell Theory Center) -- 261.
Publisher: Cornell Theory Center, Cornell University
Published: 1996
Place of publication: Ithaca, N.Y
Language: eng
Number of pages: 18
Subjects: Options (Finance) -- Prices -- Mathematical models
Notes: Cover title.

Includes bibliographical references (p.18).