Option Pricing Under GARCH Processes Using PDE Methods (Q3098308): Difference between revisions
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| Property / DOI: 10.1287/opre.1100.0822 / rank | |||
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| Property / author: Javier de Frutos / rank | |||
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| Property / author: Javier de Frutos / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1287/opre.1100.0822 / rank | |||
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| Property / OpenAlex ID: W2134850437 / rank | |||
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| Property / DOI: 10.1287/OPRE.1100.0822 / rank | |||
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Latest revision as of 15:58, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing Under GARCH Processes Using PDE Methods |
scientific article |
Statements
Option Pricing Under GARCH Processes Using PDE Methods (English)
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17 November 2011
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asset pricing
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algorithms
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stochastic
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