Pages that link to "Item:Q4626504"
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The following pages link to Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks (Q4626504):
Displaying 4 items.
- Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model (Q503351) (← links)
- Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options (Q2450049) (← links)
- EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS (Q5746930) (← links)
- IMEX schemes for a parabolic-ODE system of European options with liquidity shocks (Q5962602) (← links)