Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
Year of publication: |
2014
|
---|---|
Authors: | Bichuch, Maxim |
Published in: |
Finance and Stochastics. - Springer. - Vol. 18.2014, 3, p. 651-694
|
Publisher: |
Springer |
Subject: | Transaction costs | Optimal control | Asymptotic analysis | Utility maximization | Option pricing |
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Bichuch, Maxim, (2014)
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