Ševčovič, Daniel Nonlinear parabolic equations arising in mathematical finance. (English) Zbl 1420.91521 Ehrhardt, Matthias (ed.) et al., Novel methods in computational finance. Cham: Springer. Math. Ind. 25, 3-15 (2017). MSC: 91G60 65M06 65M08 91G10 91G20 35Q91 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ševčovič, Daniel; Žitňanská, Magdaléna Analysis of the nonlinear option pricing model under variable transaction costs. (English) Zbl 1418.91538 Asia-Pac. Financ. Mark. 23, No. 2, 153-174 (2016). MSC: 91G20 35K55 35Q91 × Cite Format Result Cite Review PDF Full Text: DOI arXiv