Option Pricing with Transaction Costs and Stochastic Interest Rate (Q4586314): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+A Theory of the Term Structure of Interest Rates
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+European Option Pricing with Transaction Costs
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+Path-dependent options and transaction costs
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+Pricing Interest-Rate-Derivative Securities
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+On Leland's strategy of option pricing with transactions costs
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+Numerical solutions for option pricing models including transaction costs and stochastic volatility
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+Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market
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+An equilibrium characterization of the term structure
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+An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
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+A uniqueness theorem for a class of non-classical parabolic equations
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