Title of article
Computation of reservation prices of options with proportional transaction costs
Author/Authors
Anders Damgaard، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
30
From page
415
To page
444
Keywords
Markov chain approximation , Transaction costs , Reservation prices of options , Optimalportfolio choice , Singular stochastic control , Viscosity solutions
Journal title
Journal of Economic Dynamics and Control
Serial Year
2006
Journal title
Journal of Economic Dynamics and Control
Record number
238892
Link To Document