On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (Q283474): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Import241208061232 (talk | contribs)
Normalize DOI.
 
(7 intermediate revisions by 7 users not shown)
Property / DOI
 
Property / DOI: 10.1186/s13661-015-0410-9 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q59403057 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1894219443 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1304.1690 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A fully nonlinear problem arising in financial modelling / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Black--Scholes option pricing model with transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3632172 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-point boundary value problems. Lower and upper solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotone iterative methods for boundary value problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonresonance conditions and extremal solutions for first-order impulsive problems under weak assumptions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4303531 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1186/S13661-015-0410-9 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 13:17, 9 December 2024

scientific article
Language Label Description Also known as
English
On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs
scientific article

    Statements

    On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (English)
    0 references
    13 May 2016
    0 references
    Black-Scholes equation
    0 references
    functional conditions
    0 references
    discontinuous ODE's
    0 references

    Identifiers