Remarks on the Nonlinear Black-Scholes Equations with the Effect of Transaction Costs
| Year of publication: |
2010
|
|---|---|
| Authors: | Ishimura, Naoyuki |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 17.2010, 3, p. 241-259
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| Publisher: |
Springer |
| Subject: | Transaction costs | Nonlinear partial differential equations | Solvability |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008678554