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Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model.

A. ShidfarKhalil ParyabA. R. YazdanianTraian A. Pirvu
Published in: Int. J. Comput. Math. (2014)
Keyphrases
  • probabilistic model
  • theoretical framework
  • numerical analysis
  • knowledge base
  • pattern recognition
  • probability distribution
  • sensitivity analysis