"Numerical Solution of HCIR Equation with Transaction Costs using ..."

Elham Mashayekhi, Javad Damirchi, Ahmad Reza Yazdanian (2023)

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DOI: 10.48550/ARXIV.2306.01535

access: open

type: Informal or Other Publication

metadata version: 2023-06-12

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  - journals/corr/abs-2306-01535
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  - https://dblp.org/rec/journals/corr/abs-2306-01535
Elham Mashayekhi, Javad Damirchi, Ahmad Reza Yazdanian:
Numerical Solution of HCIR Equation with Transaction Costs using Alternating Direction Implicit Method. CoRR abs/2306.01535 (2023)

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