---
title: A Note on the Option Pricing with Transaction Costs and Stochastic Volatility
url: https://www.ml-quant.com/papers/ssrn/4520949/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4520949
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4520949
featured: 2023-07-26
citations: 0
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4520949
- Identifier: SSRN 4520949
- Released: 2023-07-25
- First featured: Quant Letter No. 9 (2023-07-26): https://www.ml-quant.com/issues/2023-07-26/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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