Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives

M. Consuelo Casabán, Rafael Company, Lucas Jódar, José Ramón Pintos. Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives. Computers & Mathematics with Applications, 61(8):1951-1956, 2011. [doi]

Abstract

Abstract is missing.