Pages that link to "Item:Q2308485"
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The following pages link to European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485):
Displaying 15 items.
- A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
- European option pricing with transaction costs in Lévy jump environment (Q1724293) (← links)
- Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573) (← links)
- Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
- Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
- Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
- Bounds on European option prices under stochastic volatility (Q2757296) (← links)
- Option pricing with transaction costs and stochastic volatility (Q2877652) (← links)
- European option under a skew version of the GBM model with transaction costs by an RBF method (Q3389651) (← links)
- (Q4659617) (← links)
- European Option Pricing with Transaction Costs (Q4695411) (← links)
- European option pricing when the riskfree interest rate follows a jump process (Q4951471) (← links)
- Expected vs. real transaction costs in European option pricing (Q6105350) (← links)
- Investigations to the optimal derivative-based investment and proportional reinsurance strategies (Q6536937) (← links)
- European option pricing under the log mean-reverting jump diffusion stochastic volatility model (Q6654087) (← links)
