Option Pricing with Transaction Costs and Stochastic Interest Rate Article

SenGupta, Indranil. (2014). Option Pricing with Transaction Costs and Stochastic Interest Rate . Applied Mathematical Finance, 21(5), 399-416. 10.1080/1350486x.2014.881263

cited authors

  • SenGupta, Indranil

authors

publication date

  • September 3, 2014

published in

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 49 Mathematical Sciences
  • 4901 Applied Mathematics

Digital Object Identifier (DOI)

start page

  • 399

end page

  • 416

volume

  • 21

issue

  • 5