Newton-Based Solvers for Nonlinear PDEs in Finance (Q4626503): Difference between revisions

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+Choi-Hong Lai
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+https://doi.org/10.1007/978-3-319-61282-9_12
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+W2753944877
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+Option pricing with transaction costs and a nonlinear Black-Scholes equation
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+The Pricing of Options and Corporate Liabilities
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