"Pricing American options with exogenous and endogenous transaction costs."

Dong Yan et al. (2025)

> Home

Details and statistics

DOI: 10.1016/J.CAMWA.2025.09.008

access: closed

type: Journal Article

metadata version: 2025-10-31

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cma/YanHMH25
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cma/YanHMH25
Dong Yan, Xin-Jie Huang, Guiyuan Ma, Xin-Jiang He:
Pricing American options with exogenous and endogenous transaction costs. Comput. Math. Appl. 200: 85-101 (2025)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.