On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs (Q2461279)
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scientific article; zbMATH DE number 5214742
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| English | On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs |
scientific article; zbMATH DE number 5214742 |
Statements
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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0.867823600769043
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0.8501192331314087
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0.8327526450157166
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0.8281278610229492
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0.8281129598617554
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