Well posedness and comparison principle for option pricing with switching liquidity (Q1644320)
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scientific article
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| English | Well posedness and comparison principle for option pricing with switching liquidity |
scientific article |
Statements
Well posedness and comparison principle for option pricing with switching liquidity (English)
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21 June 2018
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integro-differential equation
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option pricing
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switching liquidity
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Buyer's indifference price
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well-posedness
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comparison principle
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0.7898982167243958
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0.7829089164733887
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0.7817566990852356
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0.7673127055168152
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0.7611095905303955
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