Title of article
Option pricing with transaction costs using a Markov chain approximation
Author/Authors
Michael Monoyios، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
25
From page
889
To page
913
Keywords
Option Pricing , Utility maximisation , Transaction costs , Singular stochastic control , Markovchain approximation
Journal title
Journal of Economic Dynamics and Control
Serial Year
2004
Journal title
Journal of Economic Dynamics and Control
Record number
238642
Link To Document