European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485): Difference between revisions
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Revision as of 18:31, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European option pricing under stochastic volatility jump-diffusion models with transaction cost |
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European option pricing under stochastic volatility jump-diffusion models with transaction cost (English)
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3 April 2020
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option pricing
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stochastic volatility
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jump diffusion
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transaction costs
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nonlinear PIDE
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positions readjustment
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