Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271)
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scientific article; zbMATH DE number 5775063
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| English | Numerical analysis and simulation of option pricing problems modeling illiquid markets |
scientific article; zbMATH DE number 5775063 |
Statements
Numerical analysis and simulation of option pricing problems modeling illiquid markets (English)
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26 August 2010
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nonlinear numerical analysis
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simulation
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option pricing
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illiquid markets
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0.9181523323059082
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0.8852308392524719
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0.8783627152442932
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0.8449739813804626
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0.812737226486206
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