On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs
| Year of publication: |
2006
|
|---|---|
| Authors: | Imai, Hitoshi ; Ishimura, Naoyuki ; Mottate, Ikumi ; Nakamura, Masaaki |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 13.2006, 4, p. 315-326
|
| Publisher: |
Springer |
| Subject: | Transaction costs | Hoggard–Whalley–Wilmott model | Nonlinear partial differential equations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005810965