A discrete stochastic model for investment with an application to the transaction costs case
| Year of publication: |
2000
|
|---|---|
| Authors: | Carassus, Laurence ; Jouini, Elyes |
| Published in: |
Journal of Mathematical Economics. - Elsevier, ISSN 0304-4068. - Vol. 33.2000, 1, p. 57-80
|
| Publisher: |
Elsevier |