Equilibrium returns with transaction costs (Q1650939)

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Equilibrium returns with transaction costs
scientific article

    Statements

    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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    zbMATH Keywords
    equilibrium
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    transaction costs
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    FBSDEs
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    cites work
    Q4702909
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    Functions of Matrices
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    Q4368791
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    Q3063929
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    Identifiers

    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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    OpenAlex ID
    W2785876074
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    arXiv ID
    1707.08464
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    Wikidata QID
    Q129769454
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