搜索结果: 1-1 共查到“geometrical analysis”相关记录1条 . 查询时间(0.084 秒)
Study of the risk-adjusted pricing methodology model with methods of Geometrical Analysis
transaction costs invariant reductions exact solutions singular perturbation
2010/11/2
Families of exact solutions are found to a nonlinear modification of the Black-Scholes equation. This risk-adjusted pricing methodology model (RAPM) incorporates both transaction costs and the risk fr...