Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model

Publisher: Taylor & Francis Ltd

E-ISSN: 1029-0265|91|12|2603-2620

ISSN: 0020-7160

Source: International Journal of Computer Mathematics, Vol.91, Iss.12, 2014-12, pp. : 2603-2620

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Abstract