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European option under a skew version of the GBM model with transaction costs by an RBF method - MaRDI portal

European option under a skew version of the GBM model with transaction costs by an RBF method

From MaRDI portal
Publication:3389651

DOI10.1080/00949655.2021.1914042OpenAlexW3161673632MaRDI QIDQ3389651

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Publication date: 23 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1914042





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