European option pricing with transaction costs and stochastic volatility: an asymptotic analysis (Q3467606): Difference between revisions
From MaRDI portal
Created a new Item |
Removed claims |
||
| Property / author | |||
| Property / author: Russel E. Caflisch / rank | |||
| Property / author | |||
| Property / author: Gaetana Gambino / rank | |||
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 |
scientific article |
Statements
European option pricing with transaction costs and stochastic volatility: an asymptotic analysis (English)
0 references
3 February 2016
0 references
option pricing
0 references
stochastic volatility
0 references
transaction costs
0 references
asymptotic analysis
0 references
