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  Option pricing in high volatile illiquid market

  Writer : Mashayekhi، Sima ؛ Mousavi، Seyed Nourollah ؛

  Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2024, Volume 4 - Number 1 (‎12 page(s) - From 147 to 158 )

  Keywords:GreeksMonte-Carlo simulationfinite difference schemeBlack-Scholes equationNonlinear partial differential equation

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