Lu, Xiaoping; Zhu, Song-Ping; Yan, Dong Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility. (English) Zbl 1475.91360 Commun. Nonlinear Sci. Numer. Simul. 103, Article ID 105986, 9 p. (2021). MSC: 91G20 91B70 35Q91 PDFBibTeX XMLCite \textit{X. Lu} et al., Commun. Nonlinear Sci. Numer. Simul. 103, Article ID 105986, 9 p. (2021; Zbl 1475.91360) Full Text: DOI
Lin, Sha; He, Xin-Jiang A regime switching fractional Black-Scholes model and European option pricing. (English) Zbl 1448.91299 Commun. Nonlinear Sci. Numer. Simul. 85, Article ID 105222, 11 p. (2020). MSC: 91G20 35R11 35Q91 91G60 42A99 PDFBibTeX XMLCite \textit{S. Lin} and \textit{X.-J. He}, Commun. Nonlinear Sci. Numer. Simul. 85, Article ID 105222, 11 p. (2020; Zbl 1448.91299) Full Text: DOI