Numerical analysis and simulation of option pricing problems modeling illiquid markets
type: Item
instance of: scholarly article
title: Numerical analysis and simulation of option pricing problems modeling illiquid markets
zbMATH Open document ID: 1193.91152
author: C. Ballester
author: R. Company
author: L. Jódar
author: E. Ponsoda
publication date: 2010-08-26T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M06
zbMATH DE Number: 5775063
zbMATH Keywords: nonlinear numerical analysis
zbMATH Keywords: simulation
zbMATH Keywords: option pricing
zbMATH Keywords: illiquid markets
MaRDI profile type: Publication
full work available at URL: j.camwa.2010.02.014
OpenAlex ID: W2038934079
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DOI: 10.1016/J.CAMWA.2010.02.014
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 5775063