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
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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: The Pricing of Options and Corporate Liabilities / rank
 
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Property / cites work: A Black--Scholes option pricing model with transaction costs / rank
 
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Property / cites work: Q4303531 / rank
 
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Property / DOI
 
Property / DOI: 10.1186/S13661-015-0410-9 / rank
 
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Latest revision as of 13:17, 9 December 2024

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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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