Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs |
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Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (English)
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23 November 2009
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nonlinear Black-Scholes equation
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option pricing
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numerical analysis
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transaction costs
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