On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (Q283474): Difference between revisions
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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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Revision as of 18:06, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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