The effects of transaction costs and different borrowing and lending rates on the option pricing model
By: John E. Gilster, William Lee
Contributors: Lee, William
Series: BEBR faculty working paper -- no. 782; BEBR faculty working paper -- no. 782.
Publisher: College of Commerce and Business Administration, Bureau of Economic and Business Research, University of Illinois, Urbana-Champaign
Published: 1981
Place of publication: [Urbana]
Language: eng
Number of pages: 22
Notes: Bibliography: p. 22.