On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities (Q3058286): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1093/imanum/drp016 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1977903132 / rank | |||
Normal rank | |||
Latest revision as of 02:04, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities |
scientific article |
Statements
On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities (English)
0 references
19 November 2010
0 references
stochastic volatility
0 references
European option pricing
0 references
finite-volume method
0 references
stability and convergence
0 references
