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20132022
most citedAnalytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations

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math.CA2013

On some non-linear boundary value problems related to a Black--Scholes model with transaction costs

Rubén Figueroa, Maria do Rosário Grossinho

We deal with some generalizations on a Black--Scholes model arising in financial mathematics. As novelty in this paper, we consider a variable volatility and abstract functional bo…