Pages that link to "Item:Q1959135"
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The following pages link to Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs (Q1959135):
Displayed 9 items.
- Operator splitting kernel based numerical method for a generalized Leland's model (Q457738) (← links)
- Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
- On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs (Q2461279) (← links)
- A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413) (← links)
- Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (Q2804501) (← links)
- The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
- (Q5454998) (← links)
- Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
- A Leland model for delta hedging in central risk books (Q6146669) (← links)