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    Analytic solutions of call and put options of nonlinear black-scholes equation with transaction costs and price slippage 

    MUSERA, Collins (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 ...

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    MUSERA, Collins (1)
    SubjectStatistics and Actuarial Science (1)... View MoreDate Issued2016 (1)Has File(s)Yes (1)

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