Numerical analysis and computing for option pricing models in illiquid markets (Q622980): Difference between revisions
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Revision as of 08:34, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical analysis and computing for option pricing models in illiquid markets |
scientific article |
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Numerical analysis and computing for option pricing models in illiquid markets (English)
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13 February 2011
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finite difference
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numerical analysis
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Black-Scholes equation
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illiquid markets
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