A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:35, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets |
scientific article |
Statements
A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (English)
0 references
15 November 2012
0 references