On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs
Work
Year: 2015
Type: article
Abstract: We deal with some generalizations on a Black-Scholes model arising in financial mathematics. As a novelty in this paper, we consider a variable volatility and abstract functional boundary conditions, ... more
Source: Boundary Value Problems
Cites: 11
Cited by: 3
Related to: 10
FWCI: 0.766
Citation percentile (by year/subfield): 72.1
Subfield: Finance
Domain: Social Sciences
Open Access status: gold
APC paid (est): $1,300
Funders Ministerio de Economía y Competitividad, Xunta de Galicia, Fundação para a Ciência e a Tecnologia
Grant IDS MTM2010-15314, EM2014/032, UID/Multi/00491/2013