The black-Scholes formula and the Greek parameters for a nonlinear Black-Scholes equation (Q2910780)
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scientific article; zbMATH DE number 6081105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The black-Scholes formula and the Greek parameters for a nonlinear Black-Scholes equation |
scientific article; zbMATH DE number 6081105 |
Statements
11 September 2012
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nonlinear black-Scholes equation
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illiquid markets
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transaction cost model
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The black-Scholes formula and the Greek parameters for a nonlinear Black-Scholes equation (English)
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