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Analysis of Pricing and Volumes in Selective Capacity Markets

✍ Scribed by Söder, L.


Book ID
118023281
Publisher
IEEE
Year
2010
Tongue
English
Weight
278 KB
Volume
25
Category
Article
ISSN
0885-8950

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Numerical analysis and computing for opt
✍ Rafael Company; Lucas Jódar; José-Ramón Pintos 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 324 KB

Nowadays market liquidity has become an issue of very high concern in financial risk management. This paper deals with the numerical analysis and computing of nonlinear models of option pricing that appear when illiquid market effects are taken into account. A consistent monotone finite difference s