Pages that link to "Item:Q1959135"

The following pages link to Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs (Q1959135):

Displaying 15 items.

• Operator splitting kernel based numerical method for a generalized Leland's model (Q457738) (← links)
• Option pricing with transaction costs and a nonlinear Black-Scholes equation (Q1265770) (← links)
• Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
• A Black--Scholes option pricing model with transaction costs (Q1771008) (← links)
• A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
• On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs (Q2461279) (← links)
• A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413) (← links)
• Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (Q2804501) (← links)
• The black-Scholes formula and the Greek parameters for a nonlinear Black-Scholes equation (Q2910780) (← links)
• The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
• (Q5217718) (← links)
• Solution to a nonlinear Black-Scholes equation (Q5390091) (← links)
• (Q5454998) (← links)
• Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
• A Leland model for delta hedging in central risk books (Q6146669) (← links)