European Option Pricing with Transaction Costs

By D. Liu. 2000

60 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/89c6f71a85c9319f6779ca0e3498de2aef36abf2

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1. Weiguo Wang
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Citations in the corpus

• Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method (2013, methodology): “Therefore, some improved models have been proposed to weaken these assumptions, such as stochastic interest model [1], Jump-diffusion model [2], stochastic volatility model [3], and models with transactions costs [4, 5].”