DG framework for pricing European options under one-factor stochastic volatility models (Q724549): Difference between revisions
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Revision as of 20:54, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | DG framework for pricing European options under one-factor stochastic volatility models |
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DG framework for pricing European options under one-factor stochastic volatility models (English)
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26 July 2018
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option pricing problem
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Black-Scholes model
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stochastic volatility
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discontinuous Galerkin framework
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Crank-Nicolson scheme
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