A numerical method for European option pricing with transaction costs nonlinear equation (Q969982): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:47, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method for European option pricing with transaction costs nonlinear equation |
scientific article |
Statements
A numerical method for European option pricing with transaction costs nonlinear equation (English)
0 references
8 May 2010
0 references
nonlinear Black-Scholes equation
0 references
European option
0 references
computing
0 references
numerical analysis
0 references
transaction costs
0 references
