On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (Q283474)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs |
scientific article |
Statements
On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (English)
0 references
13 May 2016
0 references
Black-Scholes equation
0 references
functional conditions
0 references
discontinuous ODE's
0 references
