An Eulerian-Lagrangian method for option pricing in finance (Q3428897): Difference between revisions
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Revision as of 11:12, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Eulerian-Lagrangian method for option pricing in finance |
scientific article |
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An Eulerian-Lagrangian method for option pricing in finance (English)
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30 March 2007
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option pricing
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Black-Scholes equations
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Eulerian-Lagrangian methods
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efficient simulation of option pricing
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