A new approach to singular stochastic control in optimal hedging and investment-consumption under transaction costs

Responsibility
by Tze Leung Lai, Tiong Wee Lim.
Imprint
Stanford, Calif. : Department of Statistics, Stanford University, [2006]
Physical description
28 p. ; 28 cm.
Series
Technical report (Stanford University. Dept. of Statistics) ; no. 2006-6

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Librarian view | Catkey: 6659965