Asymptotics for fixed transaction costs.

Autor: Altarovici, Albert1 albert.altarovici@math.ethz.ch, Muhle-Karbe, Johannes1 johannes.muhle-karbe@math.ethz.ch, Soner, Halil1 hmsoner@ethz.ch
Zdroj: Finance & Stochastics. Apr2015, Vol. 19 Issue 2, p363-414. 52p.
Databáze: Business Source Ultimate