Singular Stochastic Control in Option Hedging with Transaction Costs
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| Main Authors: | , |
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| Format: | Ebooks |
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IntechOpen,
2012-11-28.
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| Online Access: | Get Online |
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|---|---|---|---|
| 001 | intechopen_books_2174 | ||
| 042 | |a dc | ||
| 100 | 1 | 0 | |a Tze Leung Lai |e author |
| 700 | 1 | 0 | |a Tiong Wee Lim |e author |
| 245 | 0 | 0 | |a Singular Stochastic Control in Option Hedging with Transaction Costs |
| 260 | |b IntechOpen, |c 2012-11-28. | ||
| 500 | |a https://mts.intechopen.com/articles/show/title/singular-stochastic-control-in-option-hedging-with-transaction-costs | ||
| 540 | |a https://creativecommons.org/licenses/by/3.0/ | ||
| 546 | |a en | ||
| 690 | |a Stochastic Modeling and Control | ||
| 655 | 7 | |a Chapter, Part Of Book |2 local | |
| 786 | 0 | |n https://www.intechopen.com/books/2174 | |
| 787 | 0 | |n ISBN:978-953-51-0830-6 | |
| 856 | \ | \ | |u https://mts.intechopen.com/articles/show/title/singular-stochastic-control-in-option-hedging-with-transaction-costs |z Get Online |