"On the numerical solution of nonlinear option pricing equation in illiquid ..."

Jianqiang Guo, Wansheng Wang (2015)

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DOI: 10.1016/J.CAMWA.2014.11.015

access: open

type: Journal Article

metadata version: 2021-02-11

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Jianqiang Guo, Wansheng Wang:
On the numerical solution of nonlinear option pricing equation in illiquid markets. Comput. Math. Appl. 69(2): 117-133 (2015)

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