SSRN Electronic Journal · 2002 · 120 citations · 47 references
BusinessEconomicsFinanceBankingFinancial EconomicsMonetary EconomicsCommercial BankingCommercial BanksBank Capital ChannelBank Lending FlowsEuro Area EconomicsLiquidity ChannelLiquidity Risk In BankingLoan Supply ChannelMonetary TighteningReduced Form Equations
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DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
Bernard Bensaïd, Jean‐Philippe Lesne, Henri Pagès et al. · Mathematical Finance · 1992 · 424 citations