مرکز منطقه ای اطلاع رساني علوم و فناوري - Utility based option evaluation with proportional transaction costs

Title of article :

Utility based option evaluation with proportional transaction costs

Author/Authors :

Anders Damgaard، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

667

To page :

700

Keywords :

Reservation prices of options , Transaction Costs , Optimal portfolio choice , Viscosity solutions , Singular stochasticcontrol

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2003

Journal title :

Journal of Economic Dynamics and Control

Record number :

238331

Link To Document :