Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models (Q5031165): Difference between revisions
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Revision as of 09:17, 29 January 2024
scientific article; zbMATH DE number 7476504
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models |
scientific article; zbMATH DE number 7476504 |
Statements
Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models (English)
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18 February 2022
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PDEs with delays
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option pricing
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hard-to-borrow stock models
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regime switching models
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finite difference methods
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convergence rates
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