A discrete stochastic model for investment with an application to the transaction costs case

B-Tier

Journal: Journal of Mathematical Economics

Year: 2000

Volume: 33

Issue: 1

Pages: 57-80

Authors (2)

Carassus, Laurence (not in RePEc) Jouini, Elyes (Université Paris-Dauphine (Par...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count