Search
Now showing items 1-1 of 1
Analytic solutions of call and put options of nonlinear black-scholes equation with transaction costs and price slippage
(Maseno University, 2016)
A nonlinear Black-Scholes Partial Differential Equation whose nonlinearity is as a result of transaction costs and a price slippage impact that lead to market illiquidity with feedback effects was studied. Most of the ...