Proportional Transaction Costs in the Robust Control Approach to Option Pricing: The Uniqueness Theorem
Work
Year: 2014
Type: article
Authors Naïma El Farouq, Pierre Bernhard
Institutions Université Clermont Auvergne, Research Centre Inria Sophia Antipolis - Méditerranée, Institut national de recherche en informatique et en automatique
Cites: 13
Cited by: 1
Related to: 10
FWCI: 0.285
Citation percentile (by year/subfield): 38.39
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: green