The Differential Algorithm for American Put Option with Transaction Costs under CEV Model

Journal of Systems Science and Information ›› 2014, Vol. 2 ›› Issue (5) : 401-410.

PDF(171 KB)
中国科学院数学与系统科学研究院期刊网
JSSI
PDF(171 KB)
Journal of Systems Science and Information ›› 2014, Vol. 2 ›› Issue (5) : 401-410.

The Differential Algorithm for American Put Option with Transaction Costs under CEV Model

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. J Sys Sci Info, 2014, 2(5): 401-410

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(171 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉