Pages that link to "Item:Q411468"

The following pages link to Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468):

Displaying 7 items.

• Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357) (← links)
• A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
• 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)
• American option valuation in a stochastic volatility model with transaction costs (Q5265796) (← links)