Pages that link to "Item:Q5265796"
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The following pages link to American option valuation in a stochastic volatility model with transaction costs (Q5265796):
Displaying 6 items.
- American option pricing under two stochastic volatility processes (Q278970) (← links)
- American option pricing under stochastic volatility: an empirical evaluation (Q970137) (← links)
- Optimal harvesting under marine reserves and uncertain environment (Q2140306) (← links)
- Hedging of American options under transaction costs (Q2271728) (← links)
- Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
- Valuation of American Call Option Considering Uncertain Volatility (Q4919262) (← links)
