Jiling Cao, Biyuan Wang, Wenjun Zhang 0003. Valuation of European options with stochastic interest rates and transaction costs. Int. J. Comput. Math., 99(2):227-239, 2022. [doi]
@article{CaoWZ22-2,
title = {Valuation of European options with stochastic interest rates and transaction costs},
author = {Jiling Cao and Biyuan Wang and Wenjun Zhang 0003},
year = {2022},
doi = {10.1080/00207160.2021.1925114},
url = {https://doi.org/10.1080/00207160.2021.1925114},
researchr = {https://researchr.org/publication/CaoWZ22-2},
cites = {0},
citedby = {0},
journal = {Int. J. Comput. Math.},
volume = {99},
number = {2},
pages = {227-239},
}