Search Results - "HJB equations"

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  1. 1
    A numerical method for pricing European options with proportional transaction costs

    A numerical method for pricing European options with proportional transaction costs by Li, W., Wang, Song

    Published 2014
    Subjects: Get full text
  2. 2
    Continuously controlled options: derivatives with added flexibility

    Continuously controlled options: derivatives with added flexibility by Dokuchaev, Nikolai

    Published 2013
    Subjects: Get full text

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