%0 Journal Article %1 osusolution %A Osu, Bright O. %A Olunkwa, Chidinma %D 2014 %J Applied Mathematics and Sciences: An International Journal (MathSJ) %K Black-Scholes Model Option Sobolev Transaction Weak costs pricing solution space %N 1 %P 43 - 55 %T THE WEAK SOLUTION OF BLACK-SCHOLE’S OPTION PRICING MODEL WITH TRANSACTION COST %U https://airccse.com/mathsj/papers/1114mathsj04.pdf %V 1 %X 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{osusolution, abstract = {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 = {2021-01-27T06:46:13.000+0100}, author = {Osu, Bright O. and Olunkwa, Chidinma}, biburl = {https://www.bibsonomy.org/bibtex/2f7b7f3c82dc840d2c908721bbf1b4ac1/journalmathsj}, interhash = {c2f60ed0ba9affb03d233b26d001139f}, intrahash = {f7b7f3c82dc840d2c908721bbf1b4ac1}, journal = {Applied Mathematics and Sciences: An International Journal (MathSJ)}, keywords = {Black-Scholes Model Option Sobolev Transaction Weak costs pricing solution space}, month = may, number = 1, pages = {43 - 55}, timestamp = {2021-01-27T06:46:13.000+0100}, title = {THE WEAK SOLUTION OF BLACK-SCHOLE’S OPTION PRICING MODEL WITH TRANSACTION COST}, url = {https://airccse.com/mathsj/papers/1114mathsj04.pdf}, volume = 1, year = 2014 }