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Pricing American options with exogenous and endogenous transaction costs

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Yan, Dong, Huang, Xin-Jie, Ma, Guiyuan, He, Xin-Jiang
Format:	Preprint
Publié:	2025
Sujets:	Mathematical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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