Mixing Monte-Carlo and Partial Differential Equations for Pricing Options (Q5261574): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:13, 8 February 2024
scientific article; zbMATH DE number 6455673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixing Monte-Carlo and Partial Differential Equations for Pricing Options |
scientific article; zbMATH DE number 6455673 |
Statements
Mixing Monte-Carlo and Partial Differential Equations for Pricing Options (English)
0 references
6 July 2015
0 references
Monte Carlo
0 references
partial differential equations
0 references
Heston model
0 references
financial mathematics
0 references
option pricing
0 references
