On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs

Hitoshi Imai (), Naoyuki Ishimura (), Ikumi Mottate () and Masaaki Nakamura ()

Asia-Pacific Financial Markets, 2006, vol. 13, issue 4, pages 315-326

Keywords: Transaction costs; Hoggard–Whalley–Wilmott model; Nonlinear partial differential equations; 91B28; 35K15 (search for similar items in EconPapers)

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