Multilayer heat equations: application to finance (Q2170292): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 2102.08338 / rank | |||
Normal rank | |||
Revision as of 01:36, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilayer heat equations: application to finance |
scientific article |
Statements
Multilayer heat equations: application to finance (English)
0 references
30 August 2022
0 references
barrier options
0 references
American options
0 references
time-dependent models
0 references
time-dependent boundaries
0 references
semi-analytical solution
0 references
one-factor models
0 references
