ANALYTIC SOLUTION OF A NONLINEAR BLACK-SCHOLES EQUATION (Q4917760)

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scientific article; zbMATH DE number 6160044
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ANALYTIC SOLUTION OF A NONLINEAR BLACK-SCHOLES EQUATION
scientific article; zbMATH DE number 6160044

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    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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