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

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

ISSN: 0377-0427

Argitalpen urtea: 2021

Alea: 394

Mota: Artikulua

DOI: 10.1016/J.CAM.2021.113541 GOOGLE SCHOLAR