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

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

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Compact labelings for efficient first-order model-checking

By Courcelle Bruno Gavoille Cyril Kanté Mamadou

Journal of Combinatorial Optimization, Vol. 21, Iss. 1, 2011-01 ,pp. : 19-46

Springer Publishing Company

Access to resources Recommend Favorite

Anisotropic interactions in a first-order aggregation model

By Evers Joep H M Fetecau Razvan C Ryzhik Lenya

Nonlinearity, Vol. 28, Iss. 8, 2015-08 ,pp. : 2847-2871

IOP Publishing

Access to resources Recommend Favorite

A Path-Independent Humped Volatility Model for Option Pricing

By Costabile Massimo Massabó Ivar Russo Emilio

Applied Mathematical Finance, Vol. 20, Iss. 3, 2013-07 ,pp. : 191-210

Routledge Ltd

Access to resources Recommend Favorite

Testing on the First-Order Autoregressive Model with Uniform Innovations under Contamination

By Nouali K. Fellag H.

Journal of Mathematical Sciences, Vol. 131, Iss. 3, 2005-12 ,pp. : 5657-5663

Springer Publishing Company

Access to resources Recommend Favorite

A Constant-Space Sequential Model of Computation for First-Order Logic

By Lindell S.

Information and Computation, Vol. 143, Iss. 2, 1998-06 ,pp. : 231-250

Academic Press

Access to resources Recommend Favorite