A note on a stationary problem for a Black-Scholes equation with transaction costs (Q3632172)
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scientific article; zbMATH DE number 5567955
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| English | A note on a stationary problem for a Black-Scholes equation with transaction costs |
scientific article; zbMATH DE number 5567955 |
Statements
23 June 2009
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nonlinear Black-Scholes equation
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transaction costs
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stationary convex solutions
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upper and lower solutions
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existence and localization
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0.9097959399223328
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0.8989609479904175
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0.8770283460617065
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0.8622307777404785
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0.8617359399795532
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