Equilibrium returns with transaction costs (Q1650939)

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Equilibrium returns with transaction costs
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    title
    Equilibrium returns with transaction costs (English)
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    author
    Bruno Bouchard
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    Masaaki Fukasawa
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    Martin Herdegen
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    Johannes Muhle-Karbe
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    publication date
    16 July 2018
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    Mathematics Subject Classification ID
    91G10
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    91G80
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    60H10
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    zbMATH DE Number
    6903850
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    zbMATH Keywords
    equilibrium
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    transaction costs
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    FBSDEs
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