General indifference pricing with small transaction costs (Q5278183)
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scientific article; zbMATH DE number 6744548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General indifference pricing with small transaction costs |
scientific article; zbMATH DE number 6744548 |
Statements
General indifference pricing with small transaction costs (English)
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13 July 2017
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transaction costs
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homogenization
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viscosity solutions
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utility indifference pricing
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asymptotic expansions
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