"Numerical analysis and simulation of European options under liquidity ..."

Ankit Singh, Vikas Maurya, Manoj K. Rajpoot (2024)

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DOI: 10.1016/J.CAMWA.2024.04.002

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type: Journal Article

metadata version: 2024-08-04

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Ankit Singh, Vikas Maurya, Manoj K. Rajpoot:
Numerical analysis and simulation of European options under liquidity shocks: A coupled semilinear system approach with new IMEX methods. Comput. Math. Appl. 165: 28-38 (2024)

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