Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs
Naoyuki Ishimura
| Year of publication: |
2010
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| Authors: | Ishimura, Naoyuki |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 17.2010, 3, p. 241-259
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| Subject: | Transaktionskosten | Transaction costs | Theorie | Theory | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009237116