Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468)
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scientific article; zbMATH DE number 6022085
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| English | Numerical solutions for option pricing models including transaction costs and stochastic volatility |
scientific article; zbMATH DE number 6022085 |
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Numerical solutions for option pricing models including transaction costs and stochastic volatility (English)
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4 April 2012
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option pricing
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transaction costs
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stochastic volatility
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classical solution
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finite differences
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0.927424132823944
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0.9186126589775084
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0.8890577554702759
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0.8789960741996765
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