NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS (Q5207491): Difference between revisions
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Latest revision as of 17:51, 25 July 2024
scientific article; zbMATH DE number 7147022
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS |
scientific article; zbMATH DE number 7147022 |
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NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS (English)
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2 January 2020
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stochastic volatility
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jump-diffusion process
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European and American options
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tree methods
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finite-difference
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numerical stability
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