Mixing Monte-Carlo and Partial Differential Equations for Pricing Options (Q5261574): Difference between revisions
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Latest revision as of 01:33, 20 March 2024
scientific article; zbMATH DE number 6455673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixing Monte-Carlo and Partial Differential Equations for Pricing Options |
scientific article; zbMATH DE number 6455673 |
Statements
Mixing Monte-Carlo and Partial Differential Equations for Pricing Options (English)
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6 July 2015
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Monte Carlo
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partial differential equations
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Heston model
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financial mathematics
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option pricing
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