Numerical analysis and computing for option pricing models in illiquid markets (Q622980)
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scientific article; zbMATH DE number 5851067
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| English | Numerical analysis and computing for option pricing models in illiquid markets |
scientific article; zbMATH DE number 5851067 |
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Numerical analysis and computing for option pricing models in illiquid markets (English)
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13 February 2011
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finite difference
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numerical analysis
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Black-Scholes equation
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illiquid markets
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0.922932744026184
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0.9181523323059082
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0.8979921936988831
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0.855643630027771
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0.8202076554298401
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