Exact solutions and numerical simulation for Bakstein-Howison model (Q5076660)
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scientific article; zbMATH DE number 7527956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact solutions and numerical simulation for Bakstein-Howison model |
scientific article; zbMATH DE number 7527956 |
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17 May 2022
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Black-Scholes models
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transaction cost
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Lie symmetries
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finite difference method
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Exact solutions and numerical simulation for Bakstein-Howison model (English)
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