Numerical analysis and computing for option pricing models in illiquid markets (Q622980)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Numerical analysis and computing for option pricing models in illiquid markets |
scientific article; zbMATH DE number 5851067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical analysis and computing for option pricing models in illiquid markets |
scientific article; zbMATH DE number 5851067 |
Statements
Numerical analysis and computing for option pricing models in illiquid markets (English)
0 references
13 February 2011
0 references
finite difference
0 references
numerical analysis
0 references
Black-Scholes equation
0 references
illiquid markets
0 references
0 references
