High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost |
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High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (English)
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29 June 2009
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high-order compact
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Black-Scholes
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option pricing
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transaction cost
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