The following pages link to (Q5217718):
Displaying 4 items.
- High order method for Black-Scholes PDE (Q1732487) (← links)
- Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs (Q1959135) (← 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)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)