Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(6 intermediate revisions by 5 users not shown) | |||
Property / author | |||
Property / author: M. C. Casabán / rank | |||
Property / author | |||
Property / author: Rafael Company / rank | |||
Property / author | |||
Property / author: Lucas Jodar / rank | |||
Property / author | |||
Property / author: José-Ramón Pintos / rank | |||
Property / author | |||
Property / author: M. C. Casabán / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Rafael Company / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Lucas Jodar / rank | |||
Normal rank | |||
Property / author | |||
Property / author: José-Ramón Pintos / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1985014572 / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q112880429 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Option pricing with an illiquid underlying asset market / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Numerical analysis and simulation of option pricing problems modeling illiquid markets / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3655790 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Matched asymptotic expansions in financial engineering / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3696432 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 10:55, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives |
scientific article |
Statements
Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (English)
0 references
28 August 2011
0 references
nonlinear partial differential equation
0 references
numerical analysis
0 references
option pricing
0 references
0 references