Option pricing with illiquidity during a high volatile period (Q6139713)
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scientific article; zbMATH DE number 7780589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with illiquidity during a high volatile period |
scientific article; zbMATH DE number 7780589 |
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Option pricing with illiquidity during a high volatile period (English)
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19 December 2023
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derivatives securities
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financial crisis
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illiquid markets
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numerical methods
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PDEs
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stochastic processes
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