Option Pricing in the Large Risk Aversion, Small Transaction Cost Limit (Q2931975)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing in the Large Risk Aversion, Small Transaction Cost Limit |
scientific article |
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Option Pricing in the Large Risk Aversion, Small Transaction Cost Limit (English)
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28 November 2014
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free boundary problem
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singular perturbation
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stochastic singular control
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