Option pricing with illiquidity during a high volatile period (Q6139713)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Option pricing with illiquidity during a high volatile period |
scientific article; zbMATH DE number 7780589
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option pricing with illiquidity during a high volatile period |
scientific article; zbMATH DE number 7780589 |
Statements
Option pricing with illiquidity during a high volatile period (English)
0 references
19 December 2023
0 references
derivatives securities
0 references
financial crisis
0 references
illiquid markets
0 references
numerical methods
0 references
PDEs
0 references
stochastic processes
0 references
