American option pricing under two stochastic volatility processes (Q278970): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:55, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option pricing under two stochastic volatility processes |
scientific article |
Statements
American option pricing under two stochastic volatility processes (English)
0 references
27 April 2016
0 references
American options
0 references
Fourier transform
0 references
Laplace transform
0 references
method of characteristics
0 references
