Pages that link to "Item:Q622980"

The following pages link to Numerical analysis and computing for option pricing models in illiquid markets (Q622980):

Displaying 10 items.

• Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)
• Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
• A nonlinear option pricing model through the Adomian decomposition method (Q2323885) (← links)
• NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK (Q3394317) (← links)
• Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
• High‐performance numerical pricing methods (Q4790862) (← links)
• Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
• (Q5319025) (← links)
• Option pricing with illiquidity during a high volatile period (Q6139713) (← links)
• A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)