On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs

  1. Figueroa, R.
  2. Grossinho, M.R.
Journal:
Boundary Value Problems

ISSN: 1687-2770,  1687-2762

Year of publication: 2015

Volume: 2015

Issue: 1

Type: Article

DOI: 10.1186/S13661-015-0410-9 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus