On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs
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DOI: 10.1007/s10690-007-9047-8
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References listed on IDEAS
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More about this item
Keywords
Transaction costs; Hoggard–Whalley–Wilmott model; Nonlinear partial differential equations; 91B28; 35K15;All these keywords.
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