A Black--Scholes option pricing model with transaction costs
type: Item
instance of: scholarly article
title: A Black--Scholes option pricing model with transaction costs
zbMATH Open document ID: 1114.91044
author: Pablo Amster
author: C. G. Averbuj
author: Maria C. Mariani
author: Diego F. Rial
published in: Journal of Mathematical Analysis and Applications
publication date: 2005-04-07T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 34B15
Mathematics Subject Classification ID: 35K55
zbMATH DE Number: 2153775
MaRDI profile type: Publication
full work available at URL: j.jmaa.2004.08.067
OpenAlex ID: W2061357939
cites work: Solutions to a stationary nonlinear Black-Scholes type equation
cites work: Dynamic hedging portfolios for derivative securities in the presence of large transaction costs
cites work: Q5562267
cites work: Q4354424
DOI: 10.1016/J.JMAA.2004.08.067
description: scientific article; zbMATH DE number 2153775