Pages that link to "Item:Q636593"
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The following pages link to Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593):
Displayed 3 items.
- Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
- Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
- On splitting-based numerical methods for nonlinear models of European options (Q5739578) (← links)