Bond and option prices under skew Vasicek model with transaction cost (Q6484417)
From MaRDI portal
scientific article; zbMATH DE number 7463689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bond and option prices under skew Vasicek model with transaction cost |
scientific article; zbMATH DE number 7463689 |
Statements
Bond and option prices under skew Vasicek model with transaction cost (English)
0 references
24 January 2022
0 references