Search Results - "European option pricing"

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  1. 1
    Option pricing under stochastic environment of volatility and market price of risk

    Option pricing under stochastic environment of volatility and market price of risk by Phewchean, N, Wu, Yong Hong, Lenbury, Y

    Published 2013
    Subjects: Get full text
    Get full text
  2. 2
    A numerical method for pricing European options with proportional transaction costs

    A numerical method for pricing European options with proportional transaction costs by Li, W., Wang, Song

    Published 2014
    Subjects: Get full text

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