On the numerical solution of nonlinear option pricing equation in illiquid markets (Q524693)
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scientific article; zbMATH DE number 6710796
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| English | On the numerical solution of nonlinear option pricing equation in illiquid markets |
scientific article; zbMATH DE number 6710796 |
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On the numerical solution of nonlinear option pricing equation in illiquid markets (English)
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3 May 2017
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nonlinear Black-Scholes equation
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splitting methods
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option pricing
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illiquid markets
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stability
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positivity
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0.8783627152442932
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0.8744345307350159
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0.8598437905311584
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0.8574737906455994
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0.855643630027771
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