Pages that link to "Item:Q980254"
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The following pages link to Computing option pricing models under transaction costs (Q980254):
Displaying 11 items.
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
- Option pricing with transaction costs and a nonlinear Black-Scholes equation (Q1265770) (← links)
- On option pricing in binomial market with transaction costs (Q1776033) (← links)
- Complex compound option models -- can practitioners truly operationalize them? (Q1926965) (← links)
- A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
- Group classification for a class of non-linear models of the RAPM type (Q2211989) (← links)
- A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
- (Q3371932) (← links)
- (Q5153837) (← links)
- (Q5886729) (← links)