Pages that link to "Item:Q988271"

The following pages link to Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271):

Displaying 12 items.

• On the numerical solution of nonlinear option pricing equation in illiquid markets (Q524693) (← links)
• Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)
• A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
• Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
• A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
• Bayesian statistical inference for European options with stock liquidity (Q2156653) (← links)
• A nonlinear option pricing model through the Adomian decomposition method (Q2323885) (← links)
• (Q4999718) (← links)
• Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
• Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)
• On splitting-based numerical methods for nonlinear models of European options (Q5739578) (← links)
• A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)