Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models (Q3075290): Difference between revisions

@@ Property / author @@
-Tatiana Chernogorova
@@ Property / author: Tatiana Chernogorova / rank @@
-Normal rank
@@ Property / author @@
-Radoslav L. Valkov
@@ Property / author: Radoslav L. Valkov / rank @@
-Normal rank
@@ Property / author @@
+Tatiana Chernogorova
@@ Property / author: Tatiana Chernogorova / rank @@
+Normal rank
@@ Property / author @@
+Radoslav L. Valkov
@@ Property / author: Radoslav L. Valkov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-642-18466-6_45
+Normal rank
@@ Property / OpenAlex ID @@
+W1604111550
@@ Property / OpenAlex ID: W1604111550 / rank @@
+Normal rank
@@ Property / cites work @@
+A Computational Scheme for a Problem in the Zero-coupon Bond Pricing
+Normal rank
@@ Property / cites work @@
+Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation
+Normal rank
@@ Property / cites work @@
+The Black-Scholes equation in stochastic volatility models
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+A fitted finite volume method for the valuation of options on assets with stochastic volatilities
+Normal rank
@@ Property / cites work @@
+Correlations and bounds for stochastic volatility models
+Normal rank
@@ Property / cites work @@
+Q4855462
@@ Property / cites work: Q4855462 / rank @@
+Normal rank
@@ Property / cites work @@
+A novel fitted finite volume method for the Black-Scholes equation governing option pricing
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3075290