Pages that link to "Item:Q1644320"
From MaRDI portal
The following pages link to Well posedness and comparison principle for option pricing with switching liquidity (Q1644320):
Displaying 4 items.
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method (Q3297745) (← links)
- Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks (Q3304790) (← links)
- Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks (Q4626504) (← links)
