Shidfar, A.; Paryab, Kh.; Yazdanian, A. R.; Pirvu, Traian A. Numerical analysis for spread option pricing model of markets with finite liquidity: first-order feedback model. (English) Zbl 1311.91195 Int. J. Comput. Math. 91, No. 12, 2603-2620 (2014). MSC: 91G60 91G20 65M06 35K15 PDFBibTeX XMLCite \textit{A. Shidfar} et al., Int. J. Comput. Math. 91, No. 12, 2603--2620 (2014; Zbl 1311.91195) Full Text: DOI
Yazdanian, Ahmad Reza; Pirvu, T A Numerical analysis for Spread option pricing model in illiquid underlying asset market: full feedback model. arXiv:1406.1149 Preprint, arXiv:1406.1149 [q-fin.PR] (2014). MSC: 91G20 35K15 65M06 BibTeX Cite \textit{A. R. Yazdanian} and \textit{T A Pirvu}, ``Numerical analysis for Spread option pricing model in illiquid underlying asset market: full feedback model'', Preprint, arXiv:1406.1149 [q-fin.PR] (2014) Full Text: arXiv OA License