scientific article
From MaRDI portal
Publication:3632172
zbMath1175.60067MaRDI QIDQ3632172
Maria do Rosário Grossinho, Eva Morais
Publication date: 23 June 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
upper and lower solutionstransaction costsnonlinear Black-Scholes equationexistence and localizationstationary convex solutions
Variational methods applied to PDEs (35A15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)
Related Items (3)
On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs ⋮ Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations ⋮ GENERALIZED JACOBI REPRODUCING KERNEL METHOD IN HILBERT SPACES FOR SOLVING THE BLACK-SCHOLES OPTION PRICING PROBLEM ARISING IN FINANCIAL MODELLING
This page was built for publication:
