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"Homogenization and Asymptotics for Small Transaction Costs."

H. Mete Soner, Nizar Touzi (2013)

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DOI: 10.1137/120870165

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/SonerT13
H. Mete Soner, Nizar Touzi:
Homogenization and Asymptotics for Small Transaction Costs. SIAM J. Control. Optim. 51(4): 2893-2921 (2013)

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