A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets
Year of publication: |
2012
|
---|---|
Authors: | Company, Rafael ; Jódar, Lucas ; Pintos, José-Ramón |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 82.2012, 10, p. 1972-1985
|
Publisher: |
Elsevier |
Subject: | Nonlinear Numerical Analysis | Simulation | Option Pricing | Illiquid Markets |
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