Nonlinear problems modeling stochastic volatility and transaction costs (Q2873038)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonlinear problems modeling stochastic volatility and transaction costs |
scientific article; zbMATH DE number 6247143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear problems modeling stochastic volatility and transaction costs |
scientific article; zbMATH DE number 6247143 |
Statements
Nonlinear problems modeling stochastic volatility and transaction costs (English)
0 references
17 January 2014
0 references
transaction cost
0 references
stochastic volatility
0 references
classical solution
0 references
Hölder space
0 references
0 references
