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Albert Altarovici, Johannes Muhle-Karbe, Halil Mete Soner. Asymptotics for fixed transaction costs. Finance and Stochastics, 19(2):363-414, 2015. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Homogenization and Asymptotics for Small Transaction CostsH. Mete Soner, Nizar Touzi. siamco, 51(4):2893-2921, 2013. [doi] Optimal Consumption and Investment with Fixed and Proportional Transaction CostsAlbert Altarovici, Max Reppen, H. Mete Soner. siamco, 55(3):1673-1710, 2017. [doi]
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