Utility-indifference pricing of European options with proportional transaction costs (Q2033077)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility-indifference pricing of European options with proportional transaction costs |
scientific article |
Statements
Utility-indifference pricing of European options with proportional transaction costs (English)
0 references
14 June 2021
0 references
option pricing
0 references
transaction costs
0 references
utility-indifference method
0 references
finite differences
0 references
0 references
0 references
