A pseudospectral method for option pricing with transaction costs under exponential utility

  1. de Frutos, J.
  2. Gatón, V.
Revista:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Any de publicació: 2021

Volum: 394

Tipus: Article

DOI: 10.1016/J.CAM.2021.113541 GOOGLE SCHOLAR
Font de les dades: Scopus