scientific article; zbMATH DE number 912565
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Publication:4887224
zbMATH Open0854.90009MaRDI QIDQ4887224FDOQ4887224
Authors: J. N. Dewynne, A. Elizabeth Whalley, Paul Wilmott 
Publication date: 1 August 1996
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- Numerical computation on path dependent European option with fixed trade cost rate
- On information costs, short sales and the pricing of extendible options, steps and Parisian options
- On barrier option pricing in binomial market with transaction costs
- Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs
- Path-dependent options and transaction costs
- Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs
- On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs
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