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Option Pricing Model with Transaction Costs

Risk Management 2021-12-21 v1 Computational Finance Pricing of Securities

Abstract

The author presents alternatives to the Black-Scholes european call option pricing model by incorporating different transaction cost structures in the replicating strategy. In particular, an exponentially decreasing structure is proposed and developed.

Keywords

Cite

@article{arxiv.2112.10209,
  title  = {Option Pricing Model with Transaction Costs},
  author = {F. G. Bellora and G. Mazzei and M. Maurette},
  journal= {arXiv preprint arXiv:2112.10209},
  year   = {2021}
}

Comments

5 pages

R2 v1 2026-06-24T08:23:44.768Z