Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593): Difference between revisions
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| Property / cites work: Option pricing with an illiquid underlying asset market / rank | |||
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| Property / cites work: Numerical analysis and simulation of option pricing problems modeling illiquid markets / rank | |||
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| Property / cites work: A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets / rank | |||
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| Property / cites work: Q3655790 / rank | |||
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Latest revision as of 09:55, 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 |
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Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (English)
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28 August 2011
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nonlinear partial differential equation
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numerical analysis
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option pricing
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