The evaluation of barrier option prices under stochastic volatility (Q356102): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 65M20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6191528
@@ Property / zbMATH DE Number: 6191528 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+barrier option
@@ Property / zbMATH Keywords: barrier option / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+continuously monitored
@@ Property / zbMATH Keywords: continuously monitored / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discretely monitored
@@ Property / zbMATH Keywords: discretely monitored / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+free boundary problem
@@ Property / zbMATH Keywords: free boundary problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+method of lines
@@ Property / zbMATH Keywords: method of lines / rank @@
+Normal rank

Revision as of 09:30, 28 June 2023