"Valuation of European options with stochastic interest rates and ..."

Jiling Cao, Biyuan Wang, Wenjun Zhang (2022)

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DOI: 10.1080/00207160.2021.1925114

access: closed

type: Journal Article

metadata version: 2022-09-10

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Jiling Cao, Biyuan Wang, Wenjun Zhang:
Valuation of European options with stochastic interest rates and transaction costs. Int. J. Comput. Math. 99(2): 227-239 (2022)

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