%0 Journal Article %1 noauthororeditor %A Osu, Bright O. %A Olunkwa, Chidinma %D 2014 %J THE WEAK SOLUTION OF BLACK-SCHOLE’S OPTION PRICING MODEL WITH TRANSACTION COST %K tag %N 1 %P 1-13 %T THE WEAK SOLUTION OF BLACK-SCHOLE’S OPTION PRICING MODEL WITH TRANSACTION COST %U file:///C:/Users/NnN/Desktop/1114mathsj04.pdf %V 1 %X This paper considers the equation of the type which is the Black-Scholes option pricing model that includes the presence of transaction cost. The existence, uniqueness and continuous dependence of the weak solution of the Black-Scholes model with transaction cost are established.The continuity of weak solution of the parameters was discussed and similar solution as in literature obtained

@article{noauthororeditor, abstract = {This paper considers the equation of the type which is the Black-Scholes option pricing model that includes the presence of transaction cost. The existence, uniqueness and continuous dependence of the weak solution of the Black-Scholes model with transaction cost are established.The continuity of weak solution of the parameters was discussed and similar solution as in literature obtained}, added-at = {2018-02-06T06:17:59.000+0100}, author = {Osu, Bright O. and Olunkwa, Chidinma}, biburl = {https://www.bibsonomy.org/bibtex/236c0f743788e4c583f47ed1dc33e5a9c/mathsj}, interhash = {c2f60ed0ba9affb03d233b26d001139f}, intrahash = {36c0f743788e4c583f47ed1dc33e5a9c}, issn = {2349-6223}, journal = {THE WEAK SOLUTION OF BLACK-SCHOLE’S OPTION PRICING MODEL WITH TRANSACTION COST}, keywords = {tag}, language = {english}, month = may, number = 1, pages = {1-13}, timestamp = {2018-02-06T06:17:59.000+0100}, title = {THE WEAK SOLUTION OF BLACK-SCHOLE’S OPTION PRICING MODEL WITH TRANSACTION COST}, url = {file:///C:/Users/NnN/Desktop/1114mathsj04.pdf}, volume = 1, year = 2014 }