Asset pricing with general transaction costs: Theory and numerics
Author:
Affiliation:
1. Department of Mathematics University of Munich Theresienstraße 39 Munich 80333 Germany
2. Department of Mathematics Imperial College London London SW7 1NE UK
3. Department of Statistics Columbia University New York New York 10027 USA
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12297
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