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Option pricing with transaction costs and a nonlinear Black-Scholes equation
Home
Publications
Option pricing with transaction costs and a nonlinear Black-Scholes equation
Option pricing with transaction costs and a nonlinear Black-Scholes equation
GB
Guy Barles
Guy Barles
Halil Mete Soner
Halil Mete Soner
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1 August 1998
journal article
Published by
Springer Science and Business Media LLC
in
Finance and Stochastics
Vol. 2
(4)
,
369-397
https://doi.org/10.1007/s007800050046
Abstract
No abstract available
Keywords
TRANSACTION COSTS
DYNAMIC PROGRAM- MING
VISCOSITY SOLUTIONS
OPTIONS
Cited by 228 articles