On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (Q283474): Difference between revisions
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Property / DOI: 10.1186/s13661-015-0410-9 / rank | |||
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Property / Mathematics Subject Classification ID: 35Q91 / rank | |||
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Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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Property / zbMATH DE Number: 6580663 / rank | |||
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Black-Scholes equation | |||
Property / zbMATH Keywords: Black-Scholes equation / rank | |||
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functional conditions | |||
Property / zbMATH Keywords: functional conditions / rank | |||
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discontinuous ODE's | |||
Property / zbMATH Keywords: discontinuous ODE's / rank | |||
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Property / MaRDI profile type: Publication / rank | |||
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Property / Wikidata QID: Q59403057 / rank | |||
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Property / OpenAlex ID: W1894219443 / rank | |||
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Property / arXiv ID: 1304.1690 / rank | |||
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Property / cites work: A fully nonlinear problem arising in financial modelling / rank | |||
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Property / cites work: Q3632172 / rank | |||
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Property / cites work: Q4303531 / rank | |||
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Property / DOI: 10.1186/S13661-015-0410-9 / rank | |||
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Latest revision as of 13:17, 9 December 2024
scientific article
Language | Label | Description | Also known as |
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English | On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs |
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On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (English)
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13 May 2016
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Black-Scholes equation
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functional conditions
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discontinuous ODE's
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