8.3 Coupon Bonds, Current yield, and Yield to Maturity
of a such a call option, in the presence of variable transaction costs, is given by a solution to the nonlinear parabolic equation (1) depending on the underlying stock price S>0 at the time t2[0;T], where T>0 is the time of maturity and E>0 is the exercise price. For European style call options various numerical methods for solving the fully ... ................
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