Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Numerical analysis and simulation of option pricing problems modeling illiquid markets
scientific article

    Statements

    Numerical analysis and simulation of option pricing problems modeling illiquid markets (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    26 August 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    nonlinear numerical analysis
    0 references
    simulation
    0 references
    option pricing
    0 references
    illiquid markets
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references