EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES (Q3444860)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES |
scientific article |
Statements
EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES (English)
0 references
5 June 2007
0 references
Black-Scholes model
0 references
illiquidity
0 references
nonlinearity
0 references
explicit solutions
0 references
nonlinear Black-Scholes equation
0 references
