Analytic solution of a nonlinear Black-Scholes equation (Q4917760)
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scientific article; zbMATH DE number 6160044
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| default for all languages | No label defined |
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| English | Analytic solution of a nonlinear Black-Scholes equation |
scientific article; zbMATH DE number 6160044 |
Statements
ANALYTIC SOLUTION OF A NONLINEAR BLACK-SCHOLES EQUATION (English)
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2 May 2013
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porous medium equation
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illiquid markets
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transaction cost
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localizing boundary conditions
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0.8650615215301514
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0.8469834923744202
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0.8363430500030518
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0.8354136943817139
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