An Eulerian-Lagrangian method for option pricing in finance (Q3428897): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users 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/10.1002/num.20176 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2059227460 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Mathematics of Financial Derivatives / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 15:40, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Eulerian-Lagrangian method for option pricing in finance |
scientific article |
Statements
An Eulerian-Lagrangian method for option pricing in finance (English)
0 references
30 March 2007
0 references
option pricing
0 references
Black-Scholes equations
0 references
Eulerian-Lagrangian methods
0 references
efficient simulation of option pricing
0 references
