Pages that link to "Item:Q4586314"
From MaRDI portal
The following pages link to Option Pricing with Transaction Costs and Stochastic Interest Rate (Q4586314):
Displaying 6 items.
- Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (Q1676977) (← links)
- Pricing option with stochastic interest rates and transaction costs in fractional Brownian markets (Q1727210) (← links)
- European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485) (← links)
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
- Valuation of European options with stochastic interest rates and transaction costs (Q5063448) (← links)
- A generalized Goodwin business cycle model in random environment (Q5962951) (← links)
