Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method (Q3297745)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method |
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Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method (English)
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20 July 2020
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European options pricing
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fitted finite volume method
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