Valuation of European options with stochastic interest rates and transaction costs (Q5063448)
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scientific article; zbMATH DE number 7494121
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| default for all languages | No label defined |
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| English | Valuation of European options with stochastic interest rates and transaction costs |
scientific article; zbMATH DE number 7494121 |
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Valuation of European options with stochastic interest rates and transaction costs (English)
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21 March 2022
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European option
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transaction costs
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Heston-CIR
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0.8420260548591614
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0.8300836086273193
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0.8267674446105957
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0.8251827359199524
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0.8239495158195496
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