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Transaction costs in financial model

Bouchard, Bruno; Jouini, Elyès (2010), Transaction costs in financial model, in Cont, Rama, Encyclopedia of Quantitative Finance, Wiley

Type
Chapitre d'ouvrage
External document link
http://halshs.archives-ouvertes.fr/halshs-00703138
Date
2010
Book title
Encyclopedia of Quantitative Finance
Book author
Cont, Rama
Publisher
Wiley
ISBN
978-0-470-05756-8
Number of pages
1976
Metadata
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Author(s)
Bouchard, Bruno
Jouini, Elyès
Subjects / Keywords
Mathematical Finance