Donny Citra Lesmana

Available identifiers

zbMath Open lesmana.donny-citraMaRDI QIDQ903006

List of research outcomes

Publication	Date of Publication	Type
A numerical scheme for pricing American options with transaction costs under a jump diffusion process	2017-10-20	Paper
Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs	2016-01-04	Paper
An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs	2014-06-06	Paper

Research outcomes over time

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