Pages that link to "Item:Q2877652"
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The following pages link to Option pricing with transaction costs and stochastic volatility (Q2877652):
Displaying 19 items.
- Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468) (← links)
- Computing option pricing models under transaction costs (Q980254) (← links)
- On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579) (← links)
- Option pricing with transaction costs and a nonlinear Black-Scholes equation (Q1265770) (← links)
- Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
- Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
- On option pricing in binomial market with transaction costs (Q1776033) (← links)
- Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
- European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485) (← links)
- Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
- Nonlinear problems modeling stochastic volatility and transaction costs (Q2873038) (← links)
- (Q3371932) (← links)
- European option pricing with transaction costs and stochastic volatility: an asymptotic analysis (Q3467606) (← links)
- Option Pricing with Transaction Costs and Stochastic Interest Rate (Q4586314) (← links)
- Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
- OPTION PRICING WITH FEEDBACK EFFECTS (Q4653573) (← links)
- European Option Pricing with Transaction Costs (Q4695411) (← links)
- Path-dependent options and transaction costs (Q4698069) (← links)
- (Q5702120) (← links)
