Option pricing by large risk aversion utility under transaction costs
Date
2001Dewey
Probabilités et mathématiques appliquéesSujet
Mathematical FinanceJEL code
D53Journal issue
Decisions in Economics and FinanceVolume
24Number
2Publication date
2001Article pages
127-136Publisher
SpringerCollections
Metadata
Show full item recordAuthor
Bouchard, Bruno
Kabanov, Yuri
Touzi, Nizar