Option Pricing Under GARCH Processes Using PDE Methods (Q3098308): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q257088 |
Changed an Item |
||
| Property / author | |||
| Property / author: Javier de Frutos / rank | |||
Normal rank | |||
Revision as of 01:45, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing Under GARCH Processes Using PDE Methods |
scientific article |
Statements
Option Pricing Under GARCH Processes Using PDE Methods (English)
0 references
17 November 2011
0 references
asset pricing
0 references
algorithms
0 references
stochastic
0 references
