"Nonlinear PDE model for pricing European options with transaction costs ..."

Jianguo Tan, Jiling Cao (2025)

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DOI: 10.1016/J.CAMWA.2025.07.014

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type: Journal Article

metadata version: 2025-10-14

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Jianguo Tan, Jiling Cao:
Nonlinear PDE model for pricing European options with transaction costs under the 3/2 non-affine stochastic volatility model. Comput. Math. Appl. 196: 246-262 (2025)

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