𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Modelling size and illiquidity in West African equity markets

✍ Scribed by Hearn, Bruce; Piesse, Jenifer

Book ID
121454690
Publisher
Taylor and Francis Group
Year
2010
Tongue
English
Weight
534 KB
Volume
20
Category
Article
ISSN
0960-3107

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πŸ“œ SIMILAR VOLUMES

Numerical analysis and computing for opt
Numerical analysis and computing for option pricing models in illiquid markets
✍ Rafael Company; Lucas JΓ³dar; JosΓ©-RamΓ³n Pintos πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 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