Pages that link to "Item:Q2461279"
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The following pages link to On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs (Q2461279):
Displayed 7 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)
- Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs (Q1959135) (← links)
- Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem (Q2482946) (← links)
- An ETD Crank-Nicolson method for reaction-diffusion systems (Q2910812) (← links)
- The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
- (Q5454998) (← links)