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

@@ Property / author @@
-Rafael Company
@@ Property / author: Rafael Company / rank @@
-Normal rank
@@ Property / author @@
-Lucas Jodar
@@ Property / author: Lucas Jodar / rank @@
-Normal rank
@@ Property / author @@
+Rafael Company
@@ Property / author: Rafael Company / rank @@
+Normal rank
@@ Property / author @@
+Lucas Jodar
@@ Property / author: Lucas Jodar / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.mcm.2010.02.037
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@@ Property / OpenAlex ID @@
+W2047768929
@@ Property / OpenAlex ID: W2047768929 / rank @@
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@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+Q4550916
@@ Property / cites work: Q4550916 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing with an illiquid underlying asset market
+Normal rank
@@ Property / cites work @@
+A numerical method for European option pricing with transaction costs nonlinear equation
+Normal rank
@@ Property / cites work @@
+Far Field Boundary Conditions for Black--Scholes Equations
+Normal rank
@@ Property / cites work @@
+Q5689624
@@ Property / cites work: Q5689624 / rank @@
+Normal rank
@@ Property / cites work @@
+Constructing oscillation preventing scheme for advection equation by rational function
+Normal rank
@@ Property / cites work @@
+Q3696432
@@ Property / cites work: Q3696432 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:622980