@article{EJDE_2014__2014__a15, author = {Florescu, Ionu\c{t} and Mariani, Maria C. and Sengupta, Indranil}, title = {Option pricing with transaction costs and stochastic volatility}, journal = {Electronic journal of differential equations}, year = {2014}, volume = {2014}, zbl = {1492.91373}, language = {en}, url = {http://geodesic.mathdoc.fr/item/EJDE_2014__2014__a15/} }