Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593)
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scientific article; zbMATH DE number 5944005
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| English | Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives |
scientific article; zbMATH DE number 5944005 |
Statements
Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (English)
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28 August 2011
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nonlinear partial differential equation
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numerical analysis
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option pricing
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0.9028287
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0.8846671
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0.88454664
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0.88334656
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0.8708987
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0.8679774
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0.8675933
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