Multilayer heat equations: application to finance (Q2170292): Difference between revisions
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| Property / author: Alexander Lipton-Lifschitz / rank | |||
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Latest revision as of 02:36, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilayer heat equations: application to finance |
scientific article |
Statements
Multilayer heat equations: application to finance (English)
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30 August 2022
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barrier options
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American options
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time-dependent models
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time-dependent boundaries
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semi-analytical solution
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one-factor models
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