Homotopy analysis method for option pricing under stochastic volatility (Q550482): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5919250 / rank | |||
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| Property / zbMATH Keywords | |||
homotopy analysis method | |||
| Property / zbMATH Keywords: homotopy analysis method / rank | |||
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option pricing | |||
| Property / zbMATH Keywords: option pricing / rank | |||
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stochastic volatility | |||
| Property / zbMATH Keywords: stochastic volatility / rank | |||
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Revision as of 12:32, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Homotopy analysis method for option pricing under stochastic volatility |
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Homotopy analysis method for option pricing under stochastic volatility (English)
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11 July 2011
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homotopy analysis method
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option pricing
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stochastic volatility
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