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, 315-326

Keywords: Transaction costs; Hoggard–Whalley–Wilmott model; Nonlinear partial differential equations; 91B28; 35K15 (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s10690-007-9047-8 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:apfinm:v:13:y:2006:i:4:p:315-326

Ordering information: This journal article can be ordered from
http://www.springer.com/finance/journal/10690/PS2

DOI: 10.1007/s10690-007-9047-8

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

More articles in Asia-Pacific Financial Markets from Springer, Japanese Association of Financial Economics and Engineering
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().