Pages that link to "Item:Q4619506"

The following pages link to Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506):

Displaying 13 items.

• Computing option pricing models under transaction costs (Q980254) (← links)
• Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
• Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
• (Q2984384) (← links)
• NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK (Q3394317) (← links)
• On Black–Scholes option pricing model with stochastic volatility: an information theoretic approach (Q4986427) (← links)
• Valuation of European options with stochastic interest rates and transaction costs (Q5063448) (← links)
• SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA) (Q5076297) (← links)
• Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
• Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927) (← links)
• (Q5319025) (← links)
• AUTOMATED OPTION PRICING: NUMERICAL METHODS (Q5411737) (← links)
• Model‐based quantification of the volatility of options at transaction level with extended count regression models (Q5430333) (← links)