Implicit solution of uncertain volatility/transaction cost option pricing models with discretely observed barriers. (Q5931564): Difference between revisions
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Revision as of 01:32, 30 January 2024
scientific article; zbMATH DE number 1591306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit solution of uncertain volatility/transaction cost option pricing models with discretely observed barriers. |
scientific article; zbMATH DE number 1591306 |
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Implicit solution of uncertain volatility/transaction cost option pricing models with discretely observed barriers. (English)
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2001
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option pricing
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nonlinear PDE
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implicit method
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