"Valuation of European Options with Liquidity Shocks Switching by Fitted ..."

Miglena N. Koleva, Lubin G. Vulkov (2019)

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DOI: 10.1007/978-3-030-41032-2_67

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

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Miglena N. Koleva, Lubin G. Vulkov:
Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method. LSSC 2019: 584-592

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