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 |
|---|---|---|---|
| English | Option Pricing with Transaction Costs and Stochastic Interest Rate |
scientific article; zbMATH DE number 6935839 |
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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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