Numerical convergence properties of option pricing PDEs with uncertain volatility (Q4807709): Difference between revisions
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Revision as of 18:30, 5 March 2024
scientific article; zbMATH DE number 1916540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical convergence properties of option pricing PDEs with uncertain volatility |
scientific article; zbMATH DE number 1916540 |
Statements
Numerical convergence properties of option pricing PDEs with uncertain volatility (English)
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2003
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nonlinear PDE
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option pricing
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convergence
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viscosity solution
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uncertain volatility
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