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Valuation of European options with stochastic interest rates and transaction costs.

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Title: Valuation of European options with stochastic interest rates and transaction costs.
Authors: Cao, Jiling1, Wang, Biyuan1, Zhang, Wenjun1, wenjun.zhang@aut.ac.nz
Source: International Journal of Computer Mathematics; Feb2022, Vol. 99 Issue 2, p227-239, 13p
Database: Applied Science & Technology Source
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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 155688850
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Valuation of European options with stochastic interest rates and transaction costs.
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  Data: <searchLink fieldCode="AU" term="%22Cao%2C+Jiling%22">Cao, Jiling</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AU" term="%22Wang%2C+Biyuan%22">Wang, Biyuan</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AU" term="%22Zhang%2C+Wenjun%22">Zhang, Wenjun</searchLink><relatesTo>1</relatesTo>, <i>wenjun.zhang@aut.ac.nz</i>
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Computer+Mathematics%22">International Journal of Computer Mathematics</searchLink>; Feb2022, Vol. 99 Issue 2, p227-239, 13p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=155688850
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/00207160.2021.1925114
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      – Code: eng
        Text: English
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        PageCount: 13
        StartPage: 227
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      – TitleFull: Valuation of European options with stochastic interest rates and transaction costs.
        Type: main
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            NameFull: Cao, Jiling
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            NameFull: Wang, Biyuan
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            NameFull: Zhang, Wenjun
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            – D: 01
              M: 02
              Text: Feb2022
              Type: published
              Y: 2022
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              Value: 99
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              Value: 2
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            – TitleFull: International Journal of Computer Mathematics
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