"Pricing European options with proportional transaction costs and ..."

Wen Li, Song Wang (2017)

> Home

Details and statistics

DOI: 10.1016/J.CAMWA.2017.03.024

access: open

type: Journal Article

metadata version: 2021-02-11

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/cma/LiW17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cma/LiW17
Wen Li, Song Wang:
Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme. Comput. Math. Appl. 73(11): 2454-2469 (2017)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.