Asset pricing with general transaction costs: Theory and numerics
From MaRDI portal
Publication:6054360
DOI10.1111/mafi.12297zbMath1521.91366arXiv1905.05027OpenAlexW3126164011MaRDI QIDQ6054360
Lukas Gonon, Johannes Muhle-Karbe, Xiaofei Shi
Publication date: 28 September 2023
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.05027
Artificial neural networks and deep learning (68T07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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