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Company, R., Jódar, L., Ponsoda, E., Ballester, C. (2010) Numerical analysis and simulation of option pricing problems modeling illiquid markets. Computers & Mathematics with Applications, 59. 2964-2975 doi:10.1016/j.camwa.2010.02.014

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Reference TypeJournal (article/letter/editorial)
TitleNumerical analysis and simulation of option pricing problems modeling illiquid markets
JournalComputers & Mathematics with Applications
AuthorsCompany, R.Author
Jódar, L.Author
Ponsoda, E.Author
Ballester, C.Author
Year2010 (April)Volume59
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2010.02.014Search in ResearchGate
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Mindat Ref. ID6573776Long-form Identifiermindat:1:5:6573776:3
GUID0
Full ReferenceCompany, R., Jódar, L., Ponsoda, E., Ballester, C. (2010) Numerical analysis and simulation of option pricing problems modeling illiquid markets. Computers & Mathematics with Applications, 59. 2964-2975 doi:10.1016/j.camwa.2010.02.014
Plain TextCompany, R., Jódar, L., Ponsoda, E., Ballester, C. (2010) Numerical analysis and simulation of option pricing problems modeling illiquid markets. Computers & Mathematics with Applications, 59. 2964-2975 doi:10.1016/j.camwa.2010.02.014
In(n.d.) Computers & Mathematics with Applications Vol. 59. Elsevier BV

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Villafuerte, L., Braumann, C.A., Cortés, J.-C., Jódar, L. (2010) Random differential operational calculus: Theory and applications. Computers & Mathematics with Applications, 59. 115-125 doi:10.1016/j.camwa.2009.08.061
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