Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139): Difference between revisions
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Revision as of 04:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with linear market impact and nonlinear Black-Scholes equations |
scientific article |
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Option pricing with linear market impact and nonlinear Black-Scholes equations (English)
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7 November 2018
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hedging
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price impact
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fully nonlinear parabolic equations
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