Pages that link to "Item:Q3394317"
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The following pages link to NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK (Q3394317):
Displaying 16 items.
- Numerical analysis and computing for option pricing models in illiquid markets (Q622980) (← links)
- Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- Well posedness and comparison principle for option pricing with switching liquidity (Q1644320) (← links)
- A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
- Pricing European call options under a hard-to-borrow stock model (Q2009590) (← links)
- Numerical simulation for European and American option of risks in climate change of Three Gorges Reservoir Area (Q2146438) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- Option prices under liquidity risk as weak solutions of semilinear diffusion equations (Q2410980) (← links)
- Numerical solution of a stochastic control problem of option pricing for a liquidity switching market (Q2945108) (← links)
- NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609) (← links)
- Option pricing in a CEV model with liquidity costs (Q3178199) (← links)
- Numerical solution of systems of partial integral differential equations with application to pricing options (Q4623366) (← links)
- Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks (Q4626504) (← links)
- SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA) (Q5076297) (← links)
- Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
