Computing option pricing models under transaction costs (Q980254)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Computing option pricing models under transaction costs |
scientific article; zbMATH DE number 5727638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing option pricing models under transaction costs |
scientific article; zbMATH DE number 5727638 |
Statements
Computing option pricing models under transaction costs (English)
0 references
28 June 2010
0 references
nonlinear Black-Scholes equation
0 references
call option
0 references
numerical analysis
0 references
semidiscretization
0 references
transaction costs
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9183533
0 references
0.9154904
0 references
0.91410035
0 references
0.9126563
0 references
0.9060923
0 references
