Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model

ISSN Print: 2161-718X
ISSN Online: 2161-7198
www.scirp.net/journal/ojs
E-mail: [email protected]

Citations

"Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model"
written by Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari,
published by Open Journal of Statistics, Vol.12 No.5, 2022

has been cited by the following article(s):

[1]	Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs
	Journal of Mathematical Finance, 2023

[2]	Binomial Method in Bermudan Option
	Journal of …, 2023

[3]	Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing
	2023

[1]	The Purpose of Outsourcing for Automotive Manufacturing Managers Open Journal of Business and Management, 2024 DOI:10.4236/ojbm.2024.125165

[2]	Binomial Method in Bermudan Option Journal of Multidisciplinary Applied Natural Science, 2023 DOI:10.47352/jmans.2774-3047.178

[3]	Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing Journal of Mathematical Finance, 2023 DOI:10.4236/jmf.2023.134027

[4]	Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs Journal of Mathematical Finance, 2023 DOI:10.4236/jmf.2023.131006