Nonlinear problems modeling stochastic volatility and transaction costs Article

Mariani, Maria C, Sengupta, Indranil. (2012). Nonlinear problems modeling stochastic volatility and transaction costs . QUANTITATIVE FINANCE, 12(4), 663-670. 10.1080/14697688.2012.664944

cited authors

  • Mariani, Maria C; Sengupta, Indranil

sustainable development goals

authors

publication date

  • January 1, 2012

published in

keywords

  • Business & Economics
  • Business, Finance
  • Classical solution
  • Economics
  • Holder space
  • Mathematical Methods In Social Sciences
  • Mathematics
  • Mathematics, Interdisciplinary Applications
  • OPTIONS
  • Physical Sciences
  • Science & Technology
  • Social Sciences
  • Social Sciences, Mathematical Methods
  • Stochastic volatility
  • Transaction cost

Digital Object Identifier (DOI)

publisher

  • ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD

start page

  • 663

end page

  • 670

volume

  • 12

issue

  • 4