Nonlinear problems modeling stochastic volatility and transaction costs (Q2873038)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear problems modeling stochastic volatility and transaction costs |
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Nonlinear problems modeling stochastic volatility and transaction costs (English)
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17 January 2014
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transaction cost
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stochastic volatility
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classical solution
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Hölder space
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