Journal of Mathematical Finance

Vol.3 No.4(2013), Paper ID 38143, 10 pages

DOI:10.4236/jmf.2013.34043

 

An Extension of Some Results Due to Cox and Leland

 

Andrew P. Leung, Wen Shi

 

Monash University, Clayton, Australia
Monash University, Clayton, Australia

 

Copyright © 2013 Andrew P. Leung, Wen Shi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


A. Leung and W. Shi, "An Extension of Some Results Due to Cox and Leland," Journal of Mathematical Finance, Vol. 3 No. 4, 2013, pp. 416-425. doi: 10.4236/jmf.2013.34043.

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