On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs (Q2461279)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs |
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On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs (English)
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27 November 2007
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transaction costs
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Hoggard-Whalley-Wilmott model
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nonlinear partial differential equations
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