scientific article; zbMATH DE number 7405331
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Cites work
- Analysis of the nonlinear option pricing model under variable transaction costs
- Comparing of some sensitivities (Greeks) for nonlinear models of option pricing with market illiquidity
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- Markets with transaction costs. Mathematical theory.
- On Leland's strategy of option pricing with transactions costs
- On the numerical solution of nonlinear Black-Scholes equations
- On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile
- Option pricing with transaction costs and a nonlinear Black-Scholes equation
- Study of the risk-adjusted pricing methodology model with methods of geometrical analysis
- The pricing of options and corporate liabilities
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