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Nonlinear PDE model for pricing European options with transaction costs under the 3/2 non-affine stochastic volatility model.

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Title: Nonlinear PDE model for pricing European options with transaction costs under the 3/2 non-affine stochastic volatility model.
Authors: Tan, Jianguo1, tanjg@tju.edu.cn, Cao, Jiling2, jiling.cao@aut.ac.nz
Source: Computers & Mathematics with Applications; Oct2025, Vol. 196, p246-262, 17p
Database: Applied Science & Technology Source
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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 187942208
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Nonlinear PDE model for pricing European options with transaction costs under the 3/2 non-affine stochastic volatility model.
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PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=187942208
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1016/j.camwa.2025.07.014
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      – Code: eng
        Text: English
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      Pagination:
        PageCount: 17
        StartPage: 246
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      – TitleFull: Nonlinear PDE model for pricing European options with transaction costs under the 3/2 non-affine stochastic volatility model.
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            NameFull: Tan, Jianguo
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            NameFull: Cao, Jiling
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              Text: Oct2025
              Type: published
              Y: 2025
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