Numerical analysis and simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods (Q6549868)
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 simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods |
scientific article; zbMATH DE number 7859640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical analysis and simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods |
scientific article; zbMATH DE number 7859640 |
Statements
Numerical analysis and simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods (English)
0 references
4 June 2024
0 references
liquidity shocks
0 references
parabolic-ordinary system
0 references
comparison principle
0 references
time integration
0 references
positivity preserving
0 references
stability and convergence analysis
0 references
0 references
0 references
0 references
0 references
0 references
