A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computational method to price with transaction costs under the nonlinear Black-Scholes model |
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A computational method to price with transaction costs under the nonlinear Black-Scholes model (English)
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1 December 2020
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nonlinear Black-Scholes equation
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nonuniform grid
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option pricing
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transaction costs
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time-varying system
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