European option pricing under stochastic volatility jump-diffusion models with transaction cost.
Yingxu TianHaoyan ZhangPublished in: Comput. Math. Appl. (2020)
Keyphrases
- option pricing
- stock price
- transaction costs
- stock exchange
- diffusion models
- stock market
- diffusion model
- information diffusion
- non stationary
- financial markets
- exchange rate
- historical data
- social networks
- financial time series
- financial data
- news articles
- investment strategies
- markov chain
- influence maximization
- viral marketing
- greedy algorithm
- portfolio selection
- multiscale
- long term