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  • Search: subject:"local mesh refinement"
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Year of publication
Subject
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Derivat 1 Derivative 1 FIC method 1 Finite volume scheme 1 Low Mach number flows 1 Market liquidity 1 Marktliquidität 1 Multilevel local mesh refinement 1 Option pricing theory 1 Optionspreistheorie 1 Projection method 1 Transaction costs 1 Transaktionskosten 1 Variable density flows 1 Volatility 1 Volatilität 1 high-order finite-difference schemes 1 illiquidity models 1 local mesh refinement 1 transaction costs models 1 volatility derivatives 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Angot, Philippe 1 Coré, Xavier 1 Dilloo, Mehzabeen Jumanah 1 Latché, Jean-Claude 1 Tangman, Désiré Yannick 1
Published in...
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Mathematics and Computers in Simulation (MATCOM) 1 The journal of computational finance 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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The effects of transaction costs and illiquidity on the prices of volatility derivatives
Dilloo, Mehzabeen Jumanah; Tangman, Désiré Yannick - In: The journal of computational finance 25 (2021) 1, pp. 51-75
Persistent link: https://www.econbiz.de/10012672309
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A multilevel local mesh refinement projection method for low Mach number flows
Coré, Xavier; Angot, Philippe; Latché, Jean-Claude - In: Mathematics and Computers in Simulation (MATCOM) 61 (2003) 3, pp. 477-488
MAC staggered mesh, with a multilevel local mesh refinement algorithm based on the Flux Interface Correction (FIC) method …
Persistent link: https://www.econbiz.de/10010748752
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