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Randomized Stopping Times and American Option Pricing with Transaction Costs
P. Chalasani and S. Jha
Proceedings of the 9th Annual Derivative Securities Conference, April, 1999.

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Text Reference

P. Chalasani and S. Jha, "Randomized Stopping Times and American Option Pricing with Transaction Costs," Proceedings of the 9th Annual Derivative Securities Conference, April, 1999.

BibTeX Reference

@inproceedings{Chalasani_1999_2777,
   author = "Prasad Chalasani and Somesh Jha",
   title = "Randomized Stopping Times and American Option Pricing with Transaction Costs",
   booktitle = "Proceedings of the 9th Annual Derivative Securities Conference",
   month = "April",
   year = "1999"
}