A finite volume approach for contingent claims valuation (Q2748866): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Q175883 / rank | |||
| Property / author | |||
| Property / author: Kenneth Vetzal / rank | |||
Revision as of 17:51, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite volume approach for contingent claims valuation |
scientific article |
Statements
A finite volume approach for contingent claims valuation (English)
0 references
4 September 2002
0 references
option pricing
0 references
finite volume methods
0 references
two-factor contingent claims
0 references
