Pages that link to "Item:Q3467606"

The following pages link to European option pricing with transaction costs and stochastic volatility: an asymptotic analysis (Q3467606):

Displaying 11 items.

• A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
• Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
• Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
• Bounds on European option prices under stochastic volatility (Q2757296) (← links)
• (Q3077832) (← links)
• European option under a skew version of the GBM model with transaction costs by an RBF method (Q3389651) (← links)
• Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857) (← links)
• Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (Q4614937) (← links)
• Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821) (← links)
• European Option Pricing with Transaction Costs (Q4695411) (← links)
• Expected vs. real transaction costs in European option pricing (Q6105350) (← links)