Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case
Possamaï, Dylan, Soner, H. Mete, Touzi, NizarLangue:
english
Journal:
Communications in Partial Differential Equations
DOI:
10.1080/03605302.2015.1053916
Date:
June, 2015
Fichier:
PDF, 1.14 MB
english, 2015