Robust numerical algorithm to the European option with illiquid markets (Q2284751)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust numerical algorithm to the European option with illiquid markets |
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Robust numerical algorithm to the European option with illiquid markets (English)
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15 January 2020
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European call option
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illiquid markets
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Newton's method
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Kantorovich theorem
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positivity
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