European option under a skew version of the GBM model with transaction costs by an RBF method (Q3389651)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European option under a skew version of the GBM model with transaction costs by an RBF method |
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European option under a skew version of the GBM model with transaction costs by an RBF method (English)
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23 March 2022
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radial basis function
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SGBM model
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skew Brownian motion
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European option price
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transaction cost
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