"Numerical analysis and computing for option pricing models in illiquid ..."

Rafael Company, Lucas Jódar, José Ramón Pintos (2010)

> Home

Details and statistics

DOI: 10.1016/J.MCM.2010.02.037

access: open

type: Journal Article

metadata version: 2024-05-07

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/mcm/CompanyJP10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcm/CompanyJP10
Rafael Company, Lucas Jódar, José Ramón Pintos:
Numerical analysis and computing for option pricing models in illiquid markets. Math. Comput. Model. 52(7-8): 1066-1073 (2010)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.