Homogenization and asymptotics for small transaction costs
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Author / Producer
Date
2013
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
51 (4)
Pages / Article No.
2893 - 2921
Publisher
SIAM
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Transaction costs; Homogenization; Viscosity solutions; Asymptotic expansions
Organisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Notes
Submitted 15 March 2012, Accepted 25 April 2013, Published online 16 July 2013.