A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets
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Publication:1761652
DOI10.1016/j.matcom.2010.04.026zbMath1262.91146OpenAlexW2004796151MaRDI QIDQ1761652
José-Ramón Pintos, Lucas Jodar, Rafael Company
Publication date: 15 November 2012
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10251/50301
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