Free boundary problems in asset pricing with transaction costs (Q2760115)
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scientific article; zbMATH DE number 1684119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Free boundary problems in asset pricing with transaction costs |
scientific article; zbMATH DE number 1684119 |
Statements
18 December 2001
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transaction costs
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portfolio
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stochastic control problems
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derivative prices
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Free boundary problems in asset pricing with transaction costs (English)
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