%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 }