On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities (Q3058286): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities |
scientific article |
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On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities (English)
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19 November 2010
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stochastic volatility
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European option pricing
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finite-volume method
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stability and convergence
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