A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451): 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. II. the Black-Scholes model with two underlying assets |
scientific article |
Statements
A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (English)
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16 January 2011
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spectral element
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Black-Scholes
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multiple asset options
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