"Option pricing with transaction costs and a nonlinear Black-Scholes equation."

Guy Barles, Halil Mete Soner (1998)

> Home

Details and statistics

DOI: 10.1007/S007800050046

access: closed

type: Journal Article

metadata version: 2020-07-22

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/BarlesS98
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/BarlesS98
Guy Barles, Halil Mete Soner:
Option pricing with transaction costs and a nonlinear Black-Scholes equation. Finance Stochastics 2(4): 369-397 (1998)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.