Imperial College London
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ProfessorJohannesMuhle-Karbe

Faculty of Natural Sciences, Department of Mathematics

Head of Mathematical Finance, Chair in Mathematical Finance
 
 
 
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Contact

 

+44 (0)20 7594 0802j.muhle-karbe Website CV

 
 
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Assistant

 

Mrs Rula Murtada +44 (0)20 7594 8487

 
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Location

 

806Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Gonon:2021:10.1111/mafi.12297,
author = {Gonon, L and Muhle-Karbe, J and Shi, X},
doi = {10.1111/mafi.12297},
journal = {MATHEMATICAL FINANCE},
pages = {595--648},
title = {Asset pricing with general transaction costs: Theory and numerics},
url = {http://dx.doi.org/10.1111/mafi.12297},
volume = {31},
year = {2021}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Gonon,L
AU  - Muhle-Karbe,J
AU  - Shi,X
DO  - 10.1111/mafi.12297
EP  - 648
PY  - 2021///
SN  - 0960-1627
SP  - 595
TI  - Asset pricing with general transaction costs: Theory and numerics
T2  - MATHEMATICAL FINANCE
UR  - http://dx.doi.org/10.1111/mafi.12297
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000615419900001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 31
ER  -
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