Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs
نویسندگان
چکیده
منابع مشابه
Properties of utility function for Barles and Soner model
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ورودعنوان ژورنال:
- Kybernetika
دوره 43 شماره
صفحات -
تاریخ انتشار 2007