A numerical method for European option pricing with transaction costs nonlinear equation (Q969982)
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scientific article; zbMATH DE number 5705760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method for European option pricing with transaction costs nonlinear equation |
scientific article; zbMATH DE number 5705760 |
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A numerical method for European option pricing with transaction costs nonlinear equation (English)
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8 May 2010
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nonlinear Black-Scholes equation
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European option
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computing
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numerical analysis
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transaction costs
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