A finite element approach to the pricing of discrete lookbacks with stochastic volatility (Q4541570): Difference between revisions
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Revision as of 20:46, 19 March 2024
scientific article; zbMATH DE number 1771966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite element approach to the pricing of discrete lookbacks with stochastic volatility |
scientific article; zbMATH DE number 1771966 |
Statements
A finite element approach to the pricing of discrete lookbacks with stochastic volatility (English)
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4 September 2002
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lookback options
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stochastic volatility
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boundary equations
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option price
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