Option pricing with transaction costs and stochastic volatility (Q2877652)
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scientific article; zbMATH DE number 6334006
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with transaction costs and stochastic volatility |
scientific article; zbMATH DE number 6334006 |
Statements
25 August 2014
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stochastic volatility models
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transaction costs models
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nonlinear PDEs
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financial market
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Option pricing with transaction costs and stochastic volatility (English)
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