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"A pseudospectral method for Option Pricing with Transaction Costs under ..."

Javier de Frutos, Víctor Gatón (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-03-18

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2103-05369
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2103-05369
Javier de Frutos, Víctor Gatón:
A pseudospectral method for Option Pricing with Transaction Costs under Exponential Utility. CoRR abs/2103.05369 (2021)

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