Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271): Difference between revisions

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Property / DOI: 10.1016/j.camwa.2010.02.014 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.camwa.2010.02.014 / rank
 
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Latest revision as of 11:29, 10 December 2024

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Numerical analysis and simulation of option pricing problems modeling illiquid markets
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    Numerical analysis and simulation of option pricing problems modeling illiquid markets (English)
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    26 August 2010
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    nonlinear numerical analysis
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    simulation
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    option pricing
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    illiquid markets
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