Work

Option Pricing with Transaction Costs and Stochastic Interest Rate

Year: 2014

Type: article

Source: Applied Mathematical Finance

DOI: 10.1080/1350486x.2014.881263

Author: Indranil SenGupta

Institution: North Dakota State University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Foundation

OpenAlex ID: W2061408907

FWCI: 5.857

Cites: 24

Cited by: 19

Related to: 10