On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (Q283474)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs |
scientific article |
Statements
On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (English)
0 references
13 May 2016
0 references
Black-Scholes equation
0 references
functional conditions
0 references
discontinuous ODE's
0 references
0 references
0.8773987293243408
0 references
0.8517581224441528
0 references
0.8451309204101562
0 references
0.8441315293312073
0 references
0.8339332342147827
0 references
