A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652)

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scientific article; zbMATH DE number 6107073
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A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets
scientific article; zbMATH DE number 6107073

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    A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (English)
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    15 November 2012
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