Pages that link to "Item:Q1627683"
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The following pages link to Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683):
Displaying 18 items.
- Option pricing with transaction costs and a nonlinear Black-Scholes equation (Q1265770) (← links)
- Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
- Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
- Utility-indifference pricing of European options with proportional transaction costs (Q2033077) (← links)
- Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
- A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
- A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
- Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
- Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
- A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
- A nonlinear option pricing model through the Adomian decomposition method (Q2323885) (← links)
- (Q4574844) (← links)
- Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
- Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
- Quantification of risk in classical models of finance (Q5068069) (← links)
- (Q5153837) (← links)
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)
