Vote for your favorite mineral in #MinCup25! - Stibnite vs. Okenite
It's a battle of dark and light as soft, dramatic stibnite goes up against adorable cottonballs of Okenite.
Log InRegister
Quick Links : The Mindat ManualThe Rock H. Currier Digital LibraryMindat Newsletter [Free Download]
Home PageAbout MindatThe Mindat ManualHistory of MindatCopyright StatusWho We AreContact UsAdvertise on Mindat
Donate to MindatCorporate SponsorshipSponsor a PageSponsored PagesMindat AdvertisersAdvertise on Mindat
Learning CenterWhat is a mineral?The most common minerals on earthInformation for EducatorsMindat ArticlesThe ElementsThe Rock H. Currier Digital LibraryGeologic Time
Minerals by PropertiesMinerals by ChemistryAdvanced Locality SearchRandom MineralRandom LocalitySearch by minIDLocalities Near MeSearch ArticlesSearch GlossaryMore Search Options
Search For:
Mineral Name:
Locality Name:
Keyword(s):
 
The Mindat ManualAdd a New PhotoRate PhotosLocality Edit ReportCoordinate Completion ReportAdd Glossary Item
Mining CompaniesStatisticsUsersMineral MuseumsClubs & OrganizationsMineral Shows & EventsThe Mindat DirectoryDevice SettingsThe Mineral Quiz
Photo SearchPhoto GalleriesSearch by ColorNew Photos TodayNew Photos YesterdayMembers' Photo GalleriesPast Photo of the Day GalleryPhotography

Casabán, M.-C., Company, R., Jódar, L., Pintos, J.-R. (2011) Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives. Computers & Mathematics with Applications, 61. 1951-1956 doi:10.1016/j.camwa.2010.08.009

Advanced
   -   Only viewable:
Reference TypeJournal (article/letter/editorial)
TitleNumerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives
JournalComputers & Mathematics with Applications
AuthorsCasabán, M.-C.Author
Company, R.Author
Jódar, L.Author
Pintos, J.-R.Author
Year2011 (April)Volume61
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2010.08.009Search in ResearchGate
Generate Citation Formats
Mindat Ref. ID6574422Long-form Identifiermindat:1:5:6574422:2
GUID0
Full ReferenceCasabán, M.-C., Company, R., Jódar, L., Pintos, J.-R. (2011) Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives. Computers & Mathematics with Applications, 61. 1951-1956 doi:10.1016/j.camwa.2010.08.009
Plain TextCasabán, M.-C., Company, R., Jódar, L., Pintos, J.-R. (2011) Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives. Computers & Mathematics with Applications, 61. 1951-1956 doi:10.1016/j.camwa.2010.08.009
In(n.d.) Computers & Mathematics with Applications Vol. 61. Elsevier BV

See Also

These are possibly similar items as determined by title/reference text matching only.

Company, R., Jódar, L., Pintos, J.-R., Roselló, M.-D. (2010) Computing option pricing models under transaction costs. Computers & Mathematics with Applications, 59. 651-662 doi:10.1016/j.camwa.2009.10.028
Aloy, R., Casabán, M.C., Jódar, L. (2007) Constructing unconditionally time-stable numerical solutions for mixed parabolic problems. Computers & Mathematics with Applications, 53. 1773-1783 doi:10.1016/j.camwa.2006.06.015
Aloy, R., Casabán, M.C., Caudillo-Mata, L.A., Jódar, L. (2007) Computing the variable coefficient telegraph equation using a discrete eigenfunctions method. Computers & Mathematics with Applications, 54. 448-458 doi:10.1016/j.camwa.2007.01.034
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
Casabán, M.C., Jódar, L., Ossandón, G.A. (2005) A discrete Fourier method for numerical solution of strongly coupled mixed parabolic systems. Computers & Mathematics with Applications, 49. 611-624 doi:10.1016/j.camwa.2004.01.017
Egorova, Vera N., Company, Rafael, Jódar, Lucas (2016) A new efficient numerical method for solving American option under regime switching model. Computers & Mathematics with Applications, 71. 224-237 doi:10.1016/j.camwa.2015.11.019
Cortés, J.-C., Jódar, L., Romero, J.-V., Roselló, M.-D. (2011) A comparative study of the numerical approximation of the random Airy differential equation. Computers & Mathematics with Applications, 62. 3411-3417 doi:10.1016/j.camwa.2011.08.056
Company, Rafael, Egorova, Vera, Jódar, Lucas, Vázquez, Carlos (2016) Computing American option price under regime switching with rationality parameter. Computers & Mathematics with Applications, 72. 741-754 doi:10.1016/j.camwa.2016.05.026
Calbo, G., Cortés, J.-C., Jódar, L., Villafuerte, L. (2011) Solving the random Legendre differential equation: Mean square power series solution and its statistical functions. Computers & Mathematics with Applications, 61. 2782-2792 doi:10.1016/j.camwa.2011.03.045
Cortés, J.-C., Jódar, L., Camacho, F., Villafuerte, L. (2010) Random Airy type differential equations: Mean square exact and numerical solutions. Computers & Mathematics with Applications, 60. 1237-1244 doi:10.1016/j.camwa.2010.05.046
Fatehi, R., Manzari, M.T. (2011) Error estimation in smoothed particle hydrodynamics and a new scheme for second derivatives. Computers & Mathematics with Applications, 61. 482-498 doi:10.1016/j.camwa.2010.11.028
 
and/or  
Mindat.org is an outreach project of the Hudson Institute of Mineralogy, a 501(c)(3) not-for-profit organization.
Copyright © mindat.org and the Hudson Institute of Mineralogy 1993-2025, except where stated. Most political location boundaries are © OpenStreetMap contributors. Mindat.org relies on the contributions of thousands of members and supporters. Founded in 2000 by Jolyon Ralph.
To cite: Ralph, J., Von Bargen, D., Martynov, P., Zhang, J., Que, X., Prabhu, A., Morrison, S. M., Li, W., Chen, W., & Ma, X. (2025). Mindat.org: The open access mineralogy database to accelerate data-intensive geoscience research. American Mineralogist, 110(6), 833–844. doi:10.2138/am-2024-9486.
Privacy Policy - Terms & Conditions - Contact Us / DMCA issues - Report a bug/vulnerability Current server date and time: September 2, 2025 19:26:59
Go to top of page