On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (Q283474)
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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 |
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On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (English)
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13 May 2016
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Black-Scholes equation
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functional conditions
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discontinuous ODE's
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