Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468): Difference between revisions
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Revision as of 05:52, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions for option pricing models including transaction costs and stochastic volatility |
scientific article |
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Numerical solutions for option pricing models including transaction costs and stochastic volatility (English)
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4 April 2012
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option pricing
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transaction costs
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stochastic volatility
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classical solution
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finite differences
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