European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis
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- Maxim Bichuch & Ronnie Sircar, 2014. "Optimal Investment with Transaction Costs and Stochastic Volatility," Papers 1401.0562, arXiv.org, revised Aug 2014.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-12-06 (All new papers)
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