Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683): Difference between revisions
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Revision as of 19:57, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the nonlinear option pricing model under variable transaction costs |
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Analysis of the nonlinear option pricing model under variable transaction costs (English)
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3 December 2018
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Black-Scholes equation with nonlinear volatility
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quasilinear parabolic equation
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variable transaction costs
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