Download Info

To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info

Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 378.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 01 Jul 2002
Date of revision:
Handle: RePEc:sce:scecf2:378

Contact details of provider:
Email:
Web page: http://www.cepremap.cnrs.fr/sce2002.html/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research

Keywords: omputational algorithm; option pricing; transaction costs; quasivariational inequality; dynamic optimization; stochastic control; numerical analysis;

Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing

This paper has been announced in the following NEP Reports:

• NEP-ALL-2003-10-20 (All new papers)
• NEP-CFN-2003-10-20 (Corporate Finance)
• NEP-CMP-2003-10-20 (Computational Economics)
• NEP-RMG-2003-10-20 (Risk Management)

Did you know? Over 80% of the top 1000 economists are registered on RePEc.

This page was last updated on 2009-12-9.