Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593): Difference between revisions

@@ Property / author @@
-M. C. Casabán
@@ Property / author: M. C. Casabán / 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 / author @@
-José-Ramón Pintos
@@ Property / author: José-Ramón Pintos / rank @@
-Normal rank
@@ Property / author @@
+M. C. Casabán
@@ Property / author: M. C. Casabán / 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 / author @@
+José-Ramón Pintos
@@ Property / author: José-Ramón Pintos / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1985014572
@@ Property / OpenAlex ID: W1985014572 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q112880429
@@ Property / Wikidata QID: Q112880429 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing with an illiquid underlying asset market
+Normal rank
@@ Property / cites work @@
+Numerical analysis and simulation of option pricing problems modeling illiquid markets
+Normal rank
@@ Property / cites work @@
+A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets
+Normal rank
@@ Property / cites work @@
+Q3655790
@@ Property / cites work: Q3655790 / rank @@
+Normal rank
@@ Property / cites work @@
+Matched asymptotic expansions in financial engineering
+Normal rank
@@ Property / cites work @@
+Q3696432
@@ Property / cites work: Q3696432 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:636593