A pseudospectral method for option pricing with transaction costs under exponential utility

  1. de Frutos, J.
  2. Gatón, V.
Zeitschrift:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Datum der Publikation: 2021

Ausgabe: 394

Art: Artikel

DOI: 10.1016/J.CAM.2021.113541 GOOGLE SCHOLAR