Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683): Difference between revisions

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+A Black--Scholes option pricing model with transaction costs
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+On the numerical solution of nonlinear Black-Scholes equations
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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+Option pricing with transaction costs and a nonlinear Black-Scholes equation
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+Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs
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+High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost
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+A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process
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+Publication:1627683