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Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption
Edeki, S.O., Ugbebor, O.O., Owoloko, E.A., Lay Teo, KokVolume:
4
Language:
english
Journal:
Cogent Mathematics
DOI:
10.1080/23311835.2017.1352118
Date:
July, 2017
File:
PDF, 913 KB
english, 2017