Author:
Lu Xiaoping,Yan Dong,Zhu Song-Ping
Subject
Applied Mathematics,Computational Mathematics
Reference39 articles.
1. Nonparametric risk management and implied risk aversion;Aıt-Sahalia;J. Econom.,2000
2. A Black–Scholes option pricing model with transaction costs;Amster;J. Math. Anal. Appl.,2005
3. Nonlinear integral-differential evolution equation arising in option pricing when including transaction costs: a viscosity solution approach;Averbuj;Rev. Bras. Econ. Empresas,2012
4. Option pricing with transaction costs and a nonlinear Black–Scholes equation;Barles;Finance Stoch.,1998
5. Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment;Bichuch;Finance Stoch.,2014
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献