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~institution:"Society for Computational Economics - SCE"
~person:"Rustem, Berc"
~subject:"transaction costs"
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transaction costs
dynamic optimization
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Rustem, Berc
Noguchi, Tetsuya
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Society for Computational Economics - SCE
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Computing in Economics and Finance 2002
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An algorithm for the quasivariational inequality arising in option pricing with transaction costs II
Noguchi, Tetsuya
;
Rustem, Berc
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537651
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An algorithm for the quasivariational inequality arising in option pricing with transaction costs I
Noguchi, Tetsuya
;
Rustem, Berc
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005706598
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