European option under a skew version of the GBM model with transaction costs by an RBF method (Q3389651)

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European option under a skew version of the GBM model with transaction costs by an RBF method
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    European option under a skew version of the GBM model with transaction costs by an RBF method (English)
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    23 March 2022
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    radial basis function
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    SGBM model
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    skew Brownian motion
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    European option price
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    transaction cost
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