References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 2007Brownian Motion and Stochastic Calculus7,544 cited
• 1999Continuous Martingales and Brownian Motion6,253 cited
• 1985Option Pricing and Replication with Transactions Costs916 cited
• 1989Optimal replication of contingent claims under transaction costs605 cited
• 1993European Option Pricing with Transaction Costs474 cited
• 1998Option pricing with transaction costs and a nonlinear Black-Scholes equation357 cited
• 1997An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs223 cited
• 1997On Leland's strategy of option pricing with transactions costs96 cited
• 1996Mathematical Models in Finance.37 cited
• 1994Simulations of transaction costs and optimal rehedging30 cited
• 1999Couverture approchée des options européennes25 cited
• 1995On Leland's Strategy of Option Pricing with Transaction Costs25 cited

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