Utility-indifference pricing of European options with proportional transaction costs (Q2033077)
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scientific article; zbMATH DE number 7358611
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Utility-indifference pricing of European options with proportional transaction costs |
scientific article; zbMATH DE number 7358611 |
Statements
Utility-indifference pricing of European options with proportional transaction costs (English)
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14 June 2021
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option pricing
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transaction costs
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utility-indifference method
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finite differences
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0.8415148854255676
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0.8396114110946655
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0.8286212682723999
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0.8251276016235352
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0.8246037364006042
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