A spectral element approximation to price European options with one asset and stochastic volatility (Q618530): Difference between revisions
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Revision as of 01:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral element approximation to price European options with one asset and stochastic volatility |
scientific article |
Statements
A spectral element approximation to price European options with one asset and stochastic volatility (English)
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16 January 2011
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option pricing
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spectral element method
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stochastic volatility
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