A Note on the Option Pricing with Transaction Costs and Stochastic Volatility
The research uses a specific model to solve a complex equation related to option pricing, but finds discrepancies suggesting potential risks in the model.
Featured in No. 9 on 26 Jul 2023 · 1 day after release · 0 citations today
- Released
- 25 Jul 2023
- First featured
- No. 9 · 26 Jul 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
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- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4520949
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