Computing option pricing models under transaction costs (Q980254)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing option pricing models under transaction costs |
scientific article |
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Computing option pricing models under transaction costs (English)
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28 June 2010
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nonlinear Black-Scholes equation
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call option
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numerical analysis
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semidiscretization
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transaction costs
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