Comparing of some sensitivities for nonlinear models Comparing of some sensitivities (Greeks) for nonlinear models of option pricing with market illiquidity (Q5230793)
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scientific article; zbMATH DE number 7099482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing of some sensitivities for nonlinear models Comparing of some sensitivities (Greeks) for nonlinear models of option pricing with market illiquidity |
scientific article; zbMATH DE number 7099482 |
Statements
Comparing of some sensitivities for nonlinear models Comparing of some sensitivities (Greeks) for nonlinear models of option pricing with market illiquidity (English)
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28 August 2019
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options pricing
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nonlinear Black-Scholes type model
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illiquid market
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sensitivities (Greeks)
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numerical solution
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