Numerical analysis and computing for option pricing models in illiquid markets (Q622980): Difference between revisions

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+https://doi.org/10.1016/j.mcm.2010.02.037
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+Continuous Auctions and Insider Trading
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+Q4550916
@@ Property / cites work: Q4550916 / rank @@
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@@ Property / cites work @@
+Option pricing with an illiquid underlying asset market
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+A numerical method for European option pricing with transaction costs nonlinear equation
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+Far Field Boundary Conditions for Black--Scholes Equations
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+Constructing oscillation preventing scheme for advection equation by rational function
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+Q3696432
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