European option pricing with transaction costs and stochastic volatility: an asymptotic analysis (Q3467606): Difference between revisions
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Revision as of 08:27, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European option pricing with transaction costs and stochastic volatility: an asymptotic analysis |
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European option pricing with transaction costs and stochastic volatility: an asymptotic analysis (English)
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3 February 2016
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option pricing
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stochastic volatility
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transaction costs
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asymptotic analysis
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