Option pricing with transaction costs and a nonlinear Black-Scholes equation
| Year of publication: |
1998
|
|---|---|
| Authors: | Barles, Guy ; Soner, Halil Mete |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 2.1998, 4, p. 369-398
|