Option Pricing Under GARCH Processes Using PDE Methods (Q3098308): Difference between revisions

@@ Property / author @@
-Javier de Frutos
@@ Property / author: Javier de Frutos / rank @@
-Normal rank
@@ Property / author @@
+Javier de Frutos
@@ Property / author: Javier de Frutos / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1287/opre.1100.0822
+Normal rank
@@ Property / OpenAlex ID @@
+W2134850437
@@ Property / OpenAlex ID: W2134850437 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3098308