ETH Zürich - Department of Mathematics
Robust Finance, No Arbitrage, Viability, Knightian Uncertainty
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: MAFI.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
barrier strategy, dividend problem, singular control, viscosity solutions
price impact, portfolio choice, asymptotics, homogenization, viscosity solutions
This page was processed by aws-apollo4 in 0.263 seconds