The black-Scholes formula and the Greek parameters for a nonlinear Black-Scholes equation
type: Item
instance of: scholarly article
zbMATH Open document ID: 1250.35167
author: Joseph Eyang'an Esekon
publication date: 2012-09-11T00:00:00Z
full work available at URL: index.html
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 35K55
Mathematics Subject Classification ID: 35K10
Mathematics Subject Classification ID: 35B44
Mathematics Subject Classification ID: 91B99
zbMATH DE Number: 6081105
zbMATH Keywords: nonlinear black-Scholes equation
zbMATH Keywords: illiquid markets
zbMATH Keywords: transaction cost model
MaRDI profile type: Publication
title: The black-Scholes formula and the Greek parameters for a nonlinear Black-Scholes equation
published in: International Journal of Pure and Applied Mathematics
description: scientific article; zbMATH DE number 6081105