High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736): Difference between revisions

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Latest revision as of 17:54, 1 July 2024

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High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost
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    High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (English)
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    29 June 2009
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    high-order compact
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    Black-Scholes
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    option pricing
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    transaction cost
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