Option Pricing and Replication with Transactions Costs.

A-Tier
Journal: Journal of Finance
Year: 1985
Volume: 40
Issue: 5
Pages: 1283-1301

Authors (1)

Leland, Hayne E (University of California-Berke...)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:bla:jfinan:v:40:y:1985:i:5:p:1283-1301
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25