Pages that link to "Item:Q2945108"
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The following pages link to Numerical solution of a stochastic control problem of option pricing for a liquidity switching market (Q2945108):
Displaying 5 items.
- Well posedness and comparison principle for option pricing with switching liquidity (Q1644320) (← links)
- Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks (Q3304790) (← links)
- NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK (Q3394317) (← links)
- IMEX schemes for a parabolic-ODE system of European options with liquidity shocks (Q5962602) (← links)
- Numerical analysis and simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods (Q6549868) (← links)