Skip to main navigation
Skip to search
Skip to main content
Stevens Institute of Technology Home
Home
Profiles
Research units
Projects
Research output
Search by expertise, name or affiliation
Option pricing with transaction costs and stochastic volatility
Ionuţ Florescu
, Maria C. Mariani
, Indranil Sengupta
School of Business
University of Texas at El Paso
North Dakota State University
Research output
:
Contribution to journal
›
Article
›
peer-review
9
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Option pricing with transaction costs and stochastic volatility'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Option Pricing
100%
Partial Differential Equation
100%
Stochastic Volatility
100%
Option Price
66%
Nonlinear
33%
Stochastic Volatility Model
33%
Suitable Regularity Condition
33%
Non-Linear Partial Differential Equations
33%
Economics, Econometrics and Finance
Transaction Costs
100%
Pricing
100%
Volatility
100%
Market
75%
Price
50%