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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
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Dive into the research topics of 'Option pricing with transaction costs and stochastic volatility'. Together they form a unique fingerprint.
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Mathematics
Non-Linear Partial Differential Equations
33%
Nonlinear
33%
Option Price
66%
Option Pricing
100%
Partial Differential Equation
100%
Stochastic Volatility
100%
Stochastic Volatility Model
33%
Suitable Regularity Condition
33%
Economics, Econometrics and Finance
Market
75%
Price
50%
Pricing
100%
Transaction Costs
100%
Volatility
100%