Pages that link to "Item:Q3467606"
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The following pages link to European option pricing with transaction costs and stochastic volatility: an asymptotic analysis (Q3467606):
Displayed 4 items.
- Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
- Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (Q4614937) (← links)