The following pages link to José-Ramón Pintos (Q622979):
Displayed 8 items.
- Numerical analysis and computing for option pricing models in illiquid markets (Q622980) (← links)
- (Q636592) (redirect page) (← links)
- Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)
- A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
- Computing option pricing models under transaction costs (Q980254) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
- Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)