"Numerical analysis for Spread option pricing model of markets with finite ..."

Abdollah Shidfar et al. (2014)

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DOI: 10.1080/00207160.2014.887274

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type: Journal Article

metadata version: 2023-10-04

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Abdollah Shidfar, Khalil Paryab, A. R. Yazdanian, Traian A. Pirvu:
Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model. Int. J. Comput. Math. 91(12): 2603-2620 (2014)

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