Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Option Pricing in Illiquid Markets with Jumps - MaRDI portal

Option Pricing in Illiquid Markets with Jumps (Q5742994)

From MaRDI portal
scientific article; zbMATH DE number 7052343
Language Label Description Also known as
English
Option Pricing in Illiquid Markets with Jumps
scientific article; zbMATH DE number 7052343

    Statements

    title
    Option Pricing in Illiquid Markets with Jumps (English)
    0 references
    publication date
    8 May 2019
    0 references
    zbMATH Keywords
    nonlinear partial integro-differential equation
    0 references
    Lévy measure
    0 references
    finite difference approximation
    0 references
    author
    José M. T. S. Cruz
    0 references
    Daniel Ševčovič
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G60
    0 references
    65M06
    0 references
    91G20
    0 references
    60J75
    0 references
    zbMATH DE Number
    7052343
    0 references
    arXiv ID
    1901.06467
    0 references
    OpenAlex ID
    W2914713494
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5742994&oldid=37096071"
    Powered by MediaWiki