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pro vyhledávání: '"Pintos Taronger, José Ramón"'
Autor:
Casabán Bartual, Mª Consuelo, Company Rossi, Rafael, Jódar Sánchez, Lucas Antonio, Pintos Taronger, José Ramón
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
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[EN] This paper deals with the numerical analysis and computing of a nonlinear model of option pricing appearing in illiquid markets with observable parameters for derivatives. A consistent monotone finite difference scheme is proposed and a stabilit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6cddf66d9bcafcb4decdf8353b8fe2f
