Option pricing with transaction costs and a nonlinear Black-Scholes equation (Q1265770): Difference between revisions
From MaRDI portal
Set profile property. |
Created claim: Wikidata QID (P12): Q57635988, #quickstatements; #temporary_batch_1711234560214 |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s007800050046 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2040394324 / rank | |||
Normal rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q57635988 / rank | |||
Normal rank | |||
Latest revision as of 01:17, 24 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with transaction costs and a nonlinear Black-Scholes equation |
scientific article |
Statements
Option pricing with transaction costs and a nonlinear Black-Scholes equation (English)
0 references
27 September 1998
0 references
viscosity solutions
0 references
dynamic programming
0 references
prices of options
0 references
