Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+A general version of the fundamental theorem of asset pricing
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+Q3563146
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+Normal rank
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+Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree
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+Martingales and stochastic integrals in the theory of continuous trading
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+Q3374309
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+Q3525987
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+Nonlinear problems modeling stochastic volatility and transaction costs
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+Differential operator related to the generalized superradiance integral equation
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+Spectral analysis for a three-dimensional superradiance problem
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