Pages that link to "Item:Q2873038"

The following pages link to Nonlinear problems modeling stochastic volatility and transaction costs (Q2873038):

Displaying 7 items.

• Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468) (← links)
• Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
• Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs (Q1959135) (← links)
• Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
• Frequent hedging under transaction costs and a nonlinear Fokker-Planck PDE (Q2783723) (← links)
• Option pricing with transaction costs and stochastic volatility (Q2877652) (← links)
• (Q5217718) (← links)