Remarks on the Nonlinear Black-Scholes Equations with the Effect of Transaction Costs
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DOI: 10.1007/s10690-010-9115-3
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Cited by:
- Daniel Sevcovic & Magdalena Zitnanska, 2016. "Analysis of the nonlinear option pricing model under variable transaction costs," Papers 1603.03874, arXiv.org.
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Keywords
Transaction costs; Nonlinear partial differential equations; Solvability;All these keywords.
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