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
34
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