Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives
M.-C. Casabán, R. Company, L. Jódar, J.-R. PintosVolume:
61
Year:
2011
Language:
english
Pages:
6
DOI:
10.1016/j.camwa.2010.08.009
File:
PDF, 257 KB
english, 2011