Approximation for Option Prices under Uncertain Volatility (Q2940763): Difference between revisions
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Latest revision as of 14:23, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation for Option Prices under Uncertain Volatility |
scientific article |
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Approximation for Option Prices under Uncertain Volatility (English)
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20 January 2015
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uncertain volatility model
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nonlinear Black-Scholes-Barenblatt PDE
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approximation
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