Penalty Approach to the HJB Equation Arising in European Stock Option Pricing with Proportional Transaction Costs
Work
Year: 2009
Type: article
Institution The University of Western Australia
Cites: 27
Cited by: 32
Related to: 10
FWCI: 1.056
Citation percentile (by year/subfield): 89.33
Subfield: Finance
Domain: Social Sciences
Open Access status: closed