A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652)
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scientific article; zbMATH DE number 6107073
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| English | A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets |
scientific article; zbMATH DE number 6107073 |
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A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (English)
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15 November 2012
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0.922932744026184
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0.8852308392524719
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0.8744345307350159
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0.8672496676445007
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0.8435585498809814
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