Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks (Q4626504)
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scientific article; zbMATH DE number 7030703
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks |
scientific article; zbMATH DE number 7030703 |
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Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks (English)
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28 February 2019
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0.9365228
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0.93343955
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0.9324729
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0.9146804
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0.9008814
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0.89318454
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0.89176893
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0.8870586
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0.8848722
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