Valuation of European options with liquidity shocks switching by fitted finite volume method (Q3297745)
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scientific article; zbMATH DE number 7223072
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| default for all languages | No label defined |
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| English | Valuation of European options with liquidity shocks switching by fitted finite volume method |
scientific article; zbMATH DE number 7223072 |
Statements
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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0.824219822883606
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0.8168035745620728
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0.8055398464202881
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0.7971908450126648
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