On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (Q283474)
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scientific article; zbMATH DE number 6580663
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| English | On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs |
scientific article; zbMATH DE number 6580663 |
Statements
On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (English)
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13 May 2016
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Black-Scholes equation
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functional conditions
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discontinuous ODE's
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0.8773987293243408
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0.8517581224441528
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0.8451309204101562
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0.8441315293312073
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0.8339332342147827
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