Expected vs. real transaction costs in European option pricing
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Publication:6105350
DOI10.3934/dcdss.2022063zbMath1519.91253MaRDI QIDQ6105350
Michele Bufalo, Antonio Attalienti
Publication date: 26 June 2023
Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdss.2022063
91G30: Interest rates, asset pricing, etc. (stochastic models)
91G20: Derivative securities (option pricing, hedging, etc.)
60G46: Martingales and classical analysis
Cites Work
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