%0 Journal Article %1 Damgaard2006 %A Damgaard, Anders %D 2006 %J Journal of Economic Dynamics and Control %K Markov approximation chain %N 3 %P 415--444 %T Computation of reservation prices of options with proportional transaction costs %U http://www.sciencedirect.com/science/article/B6V85-4G3CWMN-2/1/1c98a41944d6f1901098c63bbc53ef23 %V 30

@article{Damgaard2006, added-at = {2008-04-22T15:17:45.000+0200}, author = {Damgaard, Anders}, biburl = {https://www.bibsonomy.org/bibtex/2ecaeeaeefeacb4de585e0eaabf90d5af/smicha}, interhash = {2de9ca8df30ba26aa1dccd97a70b47ff}, intrahash = {ecaeeaeefeacb4de585e0eaabf90d5af}, journal = {Journal of Economic Dynamics and Control}, keywords = {Markov approximation chain}, month = Mar, number = 3, pages = {415--444}, timestamp = {2008-04-22T15:23:09.000+0200}, title = {Computation of reservation prices of options with proportional transaction costs}, url = {http://www.sciencedirect.com/science/article/B6V85-4G3CWMN-2/1/1c98a41944d6f1901098c63bbc53ef23}, volume = 30, year = 2006 }