Viscosity solutions and numerical schemes for investment/consumption models with transaction costs
Agnès Tourin and Thaleia Zariphopoulou
| Year of publication: |
2008
|
|---|---|
| Authors: | Tourin, Agnès ; Zariphopoulou-Souganidis, Thaleia |
| Published in: |
Numerical methods in finance. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-57354-2. - 2008, p. 245-269
|
| Subject: | Transaktionskosten | Transaction costs | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003723951