The following pages link to (Q2877652):
Displaying 4 items.
- Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
- European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485) (← links)
- Option Pricing with Transaction Costs and Stochastic Interest Rate (Q4586314) (← links)
- Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
