Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593)

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Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives
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    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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