ANALYTIC SOLUTION OF A NONLINEAR BLACK-SCHOLES EQUATION (Q4917760)
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scientific article; zbMATH DE number 6160044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANALYTIC SOLUTION OF A NONLINEAR BLACK-SCHOLES EQUATION |
scientific article; zbMATH DE number 6160044 |
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ANALYTIC SOLUTION OF A NONLINEAR BLACK-SCHOLES EQUATION (English)
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2 May 2013
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porous medium equation
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illiquid markets
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transaction cost
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localizing boundary conditions
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