On a semi-spectral method for pricing an option on a mean-reverting asset (Q4646794): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 16:45, 5 March 2024
scientific article; zbMATH DE number 7001538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a semi-spectral method for pricing an option on a mean-reverting asset |
scientific article; zbMATH DE number 7001538 |
Statements
On a semi-spectral method for pricing an option on a mean-reverting asset (English)
0 references
14 January 2019
0 references
option pricing
0 references
semi-spectral method
0 references
