Pages that link to "Item:Q1771008"

The following pages link to A Black--Scholes option pricing model with transaction costs (Q1771008):

Displaying 24 items.

• On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (Q283474) (← links)
• Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← links)
• On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391) (← links)
• Controllability and hedgibility of Black-Scholes equations with \(N\) stocks (Q983690) (← links)
• Exact null controllability of a semilinear parabolic equation arising in finance (Q1036641) (← links)
• Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
• Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
• Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs (Q1959135) (← links)
• Utility-indifference pricing of European options with proportional transaction costs (Q2033077) (← links)
• A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
• Symmetry reduction and exact solutions of the non-linear Black-Scholes equation (Q2207892) (← links)
• Group classification for a class of non-linear models of the RAPM type (Q2211989) (← links)
• Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
• Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
• The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
• On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs (Q2461279) (← links)
• Determination of a source term in a partial differential equation arising in finance (Q3634317) (← links)
• Levy models and long correlations applied to the study of exchange traded funds (Q3636739) (← links)
• (Q3639850) (← links)
• Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
• Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
• GENERALIZED JACOBI REPRODUCING KERNEL METHOD IN HILBERT SPACES FOR SOLVING THE BLACK-SCHOLES OPTION PRICING PROBLEM ARISING IN FINANCIAL MODELLING (Q4959408) (← links)
• A Second Order Numerical Scheme for Fractional Option Pricing Models (Q5014265) (← links)
• THE NUMERICAL STRATEGY OF TEMPERED FRACTIONAL DERIVATIVE IN EUROPEAN DOUBLE BARRIER OPTION (Q5062435) (← links)