Option pricing with transaction costs and stochastic interest rate (Q4586314)
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scientific article; zbMATH DE number 6935839
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing with transaction costs and stochastic interest rate |
scientific article; zbMATH DE number 6935839 |
Statements
Option Pricing with Transaction Costs and Stochastic Interest Rate (English)
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12 September 2018
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stochastic interest rate
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parabolic PDE
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transaction costs
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option pricing
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classical solution
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0.9094254374504088
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0.8808070421218872
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0.8789960741996765
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0.8676181435585022
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0.8447049260139465
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