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. |
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| 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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