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On Leland's Strategy of Option Pricing with Transaction Costs
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On Leland's Strategy of Option Pricing with Transaction Costs (1995)On Leland's Strategy of Option Pricing wi…Frequent Hedging under Transaction Costs and a Nonlinear Fokker--Planck PDE (2001)Frequent Hedging under Transa…The Pricing of Options and Corporate Liabilities (1973)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)
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  • 2001Frequent Hedging under Transaction Costs and a Nonlinear Fokker--Planck PDE16 cited

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