The Weak Solution of Black-Scholes Option Pricing Model with Transaction Cost
B. Osu, and ChidinmaOlunkwa. Applied Mathematics and Sciences: An International Journal (MathSJ), 1 (1):
43-55(May 2014)
Abstract
The existence, uniqueness and continuous dependence of the weak solution of the Black-Scholes model with transaction cost are established. The continuity of weak solution of the parameters was discussed and similar solution as in literature obtained.
%0 Journal Article
%1 noauthororeditor
%A Osu, Bright O.
%A ChidinmaOlunkwa,
%D 2014
%J Applied Mathematics and Sciences: An International Journal (MathSJ)
%K Black-Scholes Model Option Sobolev Transaction Weak costs pricing solution space
%N 1
%P 43-55
%T The Weak Solution of Black-Scholes Option Pricing Model with Transaction Cost
%U https://airccse.com/mathsj/papers/1114mathsj04.pdf
%V 1
%X The existence, uniqueness and continuous dependence of the weak solution of the Black-Scholes model with transaction cost are established. The continuity of weak solution of the parameters was discussed and similar solution as in literature obtained.
@article{noauthororeditor,
abstract = {The existence, uniqueness and continuous dependence of the weak solution of the Black-Scholes model with transaction cost are established. The continuity of weak solution of the parameters was discussed and similar solution as in literature obtained.
},
added-at = {2022-07-28T08:50:43.000+0200},
author = {Osu, Bright O. and ChidinmaOlunkwa},
biburl = {https://www.bibsonomy.org/bibtex/271bcbe0fb6d35ac337930d7ee90b2cee/journalmathsj},
interhash = {b18343a03c983d3e2d79fbf43f3c9428},
intrahash = {71bcbe0fb6d35ac337930d7ee90b2cee},
issn = {2349 - 6223},
journal = {Applied Mathematics and Sciences: An International Journal (MathSJ) },
keywords = {Black-Scholes Model Option Sobolev Transaction Weak costs pricing solution space},
language = {English},
month = may,
number = 1,
pages = {43-55},
timestamp = {2022-07-28T08:50:43.000+0200},
title = {The Weak Solution of Black-Scholes Option Pricing Model with Transaction Cost},
url = {https://airccse.com/mathsj/papers/1114mathsj04.pdf},
volume = 1,
year = 2014
}