Pages that link to "Item:Q3297745"
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The following pages link to Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method (Q3297745):
Displaying 5 items.
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks (Q4626504) (← links)
- EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS (Q5746930) (← links)
- (Q5868467) (← links)
- Numerical analysis and simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods (Q6549868) (← links)