Computational Methods for Option Pricing (Q5316392): Difference between revisions
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Latest revision as of 20:25, 19 March 2024
scientific article; zbMATH DE number 2204775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational Methods for Option Pricing |
scientific article; zbMATH DE number 2204775 |
Statements
Computational Methods for Option Pricing (English)
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12 September 2005
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Black-Scholes model
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Monte Carlo simulation
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finite differences
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finite elements
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efficient algorithms
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asset price dynamics
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Lévy processes
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stochastic volatility
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local volatility
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adaptive mesh refinitement
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European options
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American options
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Tikhonov regularization
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automatic differentiation
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computational finance
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