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A computational scheme for optimal investment - consumption with proportional transaction costs
Muthuraman, Kumar
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1132-1159
Persistent link: https://www.econbiz.de/10003443362
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2
A moving boundary approach to American option pricing
Muthuraman, Kumar
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3520-3537
Persistent link: https://www.econbiz.de/10003780964
Saved in:
3
A moving boundary approach to American option pricing
Muthuraman, Kumar
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3520-3537
Persistent link: https://www.econbiz.de/10008110429
Saved in:
4
A computational scheme for optimal investment – consumption with proportional transaction costs
Muthuraman, Kumar
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1132-1159
Persistent link: https://www.econbiz.de/10007607087
Saved in:
5
A moving boundary approach to American option pricing
Muthuraman, Kumar
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3520-3538
Persistent link: https://www.econbiz.de/10008879643
Saved in:
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