European option pricing with transaction costs and stochastic volatility: an asymptotic analysis (Q3467606): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
| (6 intermediate revisions by 5 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1093/imamat/hxu033 / rank | |||
| Property / author | |||
| Property / author: Russel E. Caflisch / rank | |||
| Property / author | |||
| Property / author: Gaetana Gambino / rank | |||
| Property / author | |||
| Property / author: Russel E. Caflisch / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Gaetana Gambino / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2167186883 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1211.4396 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1093/IMAMAT/HXU033 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 09:00, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European option pricing with transaction costs and stochastic volatility: an asymptotic analysis |
scientific article |
Statements
European option pricing with transaction costs and stochastic volatility: an asymptotic analysis (English)
0 references
3 February 2016
0 references
option pricing
0 references
stochastic volatility
0 references
transaction costs
0 references
asymptotic analysis
0 references
