Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975): Difference between revisions
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Revision as of 22:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility |
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Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (English)
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16 November 2021
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nonlinear partial differential equations
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option pricing
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stochastic volatility
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transaction costs
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