José-Ramón Pintos

Available identifiers

Publication	Date of Publication	Type
A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets	2012-11-15	Paper
Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives	2011-08-28	Paper
Numerical analysis and computing for option pricing models in illiquid markets	2011-02-13	Paper
Computing option pricing models under transaction costs	2010-06-28	Paper
A numerical method for European option pricing with transaction costs nonlinear equation	2010-05-08	Paper
Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs	2009-11-23	Paper
Numerical solution of linear and nonlinear Black-Scholes option pricing equations	2009-03-12	Paper

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