A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118): Difference between revisions

@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging Under an Expected Loss Constraint with Small Transaction Costs
+Normal rank
@@ Property / cites work @@
+Robust hedging with proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs
+Normal rank
@@ Property / cites work @@
+Q5390091
@@ Property / cites work: Q5390091 / rank @@
+Normal rank
@@ Property / cites work @@
+On the numerical solution of nonlinear Black-Scholes equations
+Normal rank
@@ Property / cites work @@
+Q2945121
@@ Property / cites work: Q2945121 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing with transaction costs and a nonlinear Black-Scholes equation
+Normal rank
@@ Property / cites work @@
+Nonlinear Parabolic Equations Arising in Mathematical Finance
+Normal rank
@@ Property / cites work @@
+Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance
+Normal rank
@@ Property / cites work @@
+An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs
+Normal rank
@@ Property / cites work @@
+A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process
+Normal rank
@@ Property / cites work @@
+Analysis of the nonlinear option pricing model under variable transaction costs
+Normal rank
@@ Property / cites work @@
+On abstract Barenblatt equations
@@ Property / cites work: On abstract Barenblatt equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4073917
@@ Property / cites work: Q4073917 / rank @@
+Normal rank
@@ Property / cites work @@
+Lebesgue and Sobolev spaces with variable exponents
+Normal rank
@@ Property / cites work @@
+Q5890172
@@ Property / cites work: Q5890172 / rank @@
+Normal rank
@@ Property / cites work @@
+APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS
+Normal rank
@@ Property / Wikidata QID @@
+Q127459363
@@ Property / Wikidata QID: Q127459363 / rank @@
+Normal rank