Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes (Q2874174)
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scientific article; zbMATH DE number 6251499
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| English | Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes |
scientific article; zbMATH DE number 6251499 |
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Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes (English)
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29 January 2014
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no-arbitrage liquidity model
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Black-Scholes model
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nonstandard finite difference methods
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numerical solution
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0.8354383707046509
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0.8242045044898987
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0.7684208750724792
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0.7682663798332214
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0.7620253562927246
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