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"American Options in an Illiquid Market: Nonlinear Complementary Method."

Walter Mudzimbabwe, Lubin G. Vulkov (2016)

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DOI: 10.1007/978-3-319-57099-0_56

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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  - conf/naa/MudzimbabweV16
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  - https://dblp.org/rec/conf/naa/MudzimbabweV16
Walter Mudzimbabwe, Lubin G. Vulkov:
American Options in an Illiquid Market: Nonlinear Complementary Method. NAA 2016: 500-507

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